-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AaSoZrlKC4xzHjEUaAu54HvD7ZLcJ3R4/kg/1cljlTUzqWUO06baq2gtqnzLVLuE z22q3pmurMDs4vzSjI1GjQ== 0001130319-02-000197.txt : 20020415 0001130319-02-000197.hdr.sgml : 20020415 ACCESSION NUMBER: 0001130319-02-000197 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020325 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001056053 STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-05987 FILM NUMBER: 02583819 BUSINESS ADDRESS: STREET 1: 55 KING ST WEST 7TH FL P O BOX 3TD CENT STREET 2: P O BOX 3 TD CENTER TORONTO ONTARIO CITY: TORONTO STATE: A6 ZIP: 00000 MAIL ADDRESS: STREET 1: P O BOX 3 TD CENTER 7TH FLOOR STREET 2: 55 KING ST W TORONTO DOMINION CENTRE CITY: TORONTO STATE: A6 ZIP: 00000 13F-HR/A 1 t06787ae13f-hra.txt AMENDMENT NO. 1 TO FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2001 Check here if Amendment [ X ]; Amendment Number: 1 -------- This Amendment (Check only one.): [ X ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: TD Asset Management Inc. Address: Canada Trust Tower, BCE Place, 161 Bay Street, 35th Floor Toronto, Ontario, M5J 2T2 Form 13F File Number: 28-05987 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Paul Riccardi Title: Chief Institutional Compliance Officer Phone: 416-983-6532 Signature, Place, and Date of Signing: Paul Riccardi Toronto, Ontario March 25, 2002 - --------------------- -------------------------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Six (6) Form 13F Information Table Entry Total: 2473 Form 13F Information Table Value Total: C$29,680,475 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-_________________ TD Securities Inc. 2 28-_________________ Toronto Dominion (New York) Inc. 3 28-_________________ Toronto Dominion Investments, Inc. 4 28-_________________ The Canada Trust Company 5 28-_________________ TD Harbour Capital
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 000886101 A D C TELECOMMUNICATIONS COM 98,484.00 723,176.00 001055102 AFLAC INC COM 104,767.00 4,107,460.00 00130H105 AES CORP COM 63,451.00 1,656,063.00 001765106 AMR CORP COM 17,038.00 602,983.00 00184A105 AOL TIME WARNER INC COM 1,351,355.00 69,246,049.77 001941103 ATI TECHNOLOGIES INC COM 8,964,282.00 287,628,617.00 001957109 AT&T CORP COM 914,808.00 26,490,353.47 00207Q202 AT & T CDA INC DEPS RCPT CL B 348,850.00 16,812,115.00 00209A106 AT&T WIRELESS SVCS INC COM 290,078.00 6,654,150.00 002824100 ABBOTT LABS COM 331,640.00 29,514,287.22 00339B107 ABGENIX INC COM 93,650.00 5,029,031.00 003924107 ABITIBI-CONSOLIDATED INC COM 6,000.00 69,780.00 006848105 ADELPHIA COMMUNICATIONS CORP CL A 92,200.00 4,589,100.00 00724F101 ADOBE SYS INC COM 511,827.00 25,369,115.00 00724X102 ADOLOR CORP COM 26,400.00 756,465.00 00757T101 ADVANCED NEUROMODULATION SYS COM 132,600.00 7,461,449.00 007903107 ADVANCED MICRO DEVICES INC COM 123,446.00 3,125,365.00 00817Y108 AETNA INC NEW COM 15,312.00 806,371.00 008190100 AFFILIATED COMPUTER SERVICES CL A 71,950.00 12,189,601.00 008252108 AFFILIATED MANAGERS GROUP COM 24,400.00 2,745,214.00 00845V100 AGERE SYS INC CL A 2,795,713.00 25,393,664.00 00846U101 AGILENT TECHNOLOGIES INC COM 52,250.00 2,377,957.00 008474108 AGNICO EAGLE MINES LTD COM 19,650.00 308,505.00 008916108 AGRIUM INC COM 3,066,569.00 51,671,681.00 009158106 AIR PRODS & CHEMS INC COM 86,786.00 6,498,837.00 012873105 ALBERTA ENERGY LTD COM 38,190.00 2,297,892.30 013068101 ALBERTO CULVER CO CL B CONV 5,200.00 371,381.00 013104104 ALBERTSONS INC COM 320,640.00 16,117,990.00 013716105 ALCAN INC COM 11,118,966.00 637,737,065.75 013817101 ALCOA INC COM 126,313.00 7,168,168.00 013904305 ALCATEL SPONSORED ADR 133,728.00 3,532,977.53 015351109 ALEXION PHARMACEUTICALS INC COM 9,300.00 362,831.00 01642T108 ALKERMES INC COM 239,400.00 10,073,725.00 017361106 ALLEGHENY ENERGY INC COM 16,417.00 949,211.00 01741R102 ALLEGHENY TECHNOLOGIES INC COM 962 25,722.34 018490102 ALLERGAN INC COM 242,694.00 29,075,705.00 018581108 ALLIANCE DATA SYSTEMS CORP COM 101,600.00 3,105,868.00 019228402 ALLIED IRISH BKS P L C SPON ADR ORD 371,055.00 13,682,668.28 019589308 ALLIED WASTE INDS INC COM PAR$.01NEW 20,600.00 462,352.00 019754100 ALLMERICA FINL CORP COM 40,250.00 2,862,425.00 020002101 ALLSTATE CORP COM 144,904.00 7,795,263.00 020039103 ALLTEL CORP COM 36,039.00 3,551,318.00 021441100 ALTERA CORP COM 235,850.00 7,989,172.00 023135106 AMAZON COM INC COM 109,050.00 1,883,534.00 023139108 AMBAC FINL GROUP INC COM 11,275.00 1,041,395.00 023551104 AMERADA HESS CORP COM 12,655.00 1,262,591.00 023608102 AMEREN CORP COM 15,305.00 1,033,461.00 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 135,522.00 4,214,240.00 025537101 AMERICAN ELEC PWR INC COM 36,589.00 2,542,493.00 025816109 AMERICAN EXPRESS CO COM 933,334.00 53,174,590.37 026609107 AMERICAN HOME PRODS CORP COM 754,262.00 73,880,206.42 026874107 AMERICAN INTL GROUP INC COM 542,115.00 68,711,922.69
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 029066107 AMERICAN PWR CONVERSION CORP COM 25,350.00 585,149.00 029712106 AMERICAN STD COS INC DEL COM 517,971.00 56,415,876.33 029912201 AMERICAN TOWER CORP CL A 1,293,500.00 19,554,059.00 030411102 AMERICAN WTR WKS INC COM 1,600.00 106,634.31 03071D109 AMERIPATH INC COM 124,200.00 6,346,207.00 03072H109 AMERITRADE HLDG CORP CL A 567,750.00 5,365,366.00 03073E105 AMERISOURCEBERGEN CORP COM 128,117.00 12,996,991.00 031162100 AMGEN INC COM 277,367.00 24,989,773.07 032165102 AMSOUTH BANCORPORATION COM 39,850.00 1,202,294.00 03235E100 AMVESCAP PLC SPONSORED ADR 112,819.00 5,226,346.69 032511107 ANADARKO PETE CORP COM 29,036.00 2,635,043.00 032654105 ANALOG DEVICES INC COM 367,035.00 26,008,371.00 034425108 ANDREW CORP COM 8,033.00 280,701.00 034918102 ANGIOTECH PHARMACEUTICALS INC COM 413,366.00 36,789,574.00 035229103 ANHEUSER BUSCH COS INC COM 372,245.00 26,864,817.51 035290105 ANIXTER INTL INC COM 51,100.00 2,366,405.00 03674B104 ANTHEM INC COM 131,700.00 10,406,663.00 037389103 AON CORP COM 28,875.00 1,637,252.00 037411105 APACHE CORP COM 96,160.00 7,656,696.00 037604105 APOLLO GROUP INC CL A 42,475.00 3,051,848.00 03760A101 APOGENT TECHNOLOGIES INC COM 102,100.00 4,205,000.00 037833100 APPLE COMPUTER INC COM 39,376.00 1,376,563.00 038020103 APPLERA CORP COM AP BIO GRP 23,668.00 1,483,689.00 038222105 APPLIED MATLS INC COM 112,924.00 7,228,549.00 03822W109 APPLIED MICRO CIRCUITS CORP COM 34,000.00 614,392.00 038496204 ARACRUZ CELULOSE S A SPON ADR CL B 13,948.00 404,787.00 039380100 ARCH COAL INC COM 27,850.00 1,009,187.00 039483102 ARCHER DANIELS MIDLAND CO COM 78,527.00 1,798,835.00 040047102 ARENA PHARMACEUTICALS INC COM 13,900.00 266,932.00 04315D400 ARTISTDIRECT INC COM NEW 5,129.40 117,812.96 043743202 ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 575,000.00 3,901,012.00 044204105 ASHLAND INC COM 9,694.00 713,076.00 045235108 ASPECT MED SYS INC COM 183,600.00 2,930,847.00 052528304 AUSTRALIA&NEW ZEALAND BKG GRP SPONSORED ADR 70,416.00 5,135,858.53 052769106 AUTODESK INC COM 5,300.00 315,323.00 053015103 AUTOMATIC DATA PROCESSING INC COM 131,426.00 12,357,115.00 053332102 AUTOZONE INC COM 12,334.00 1,413,673.00 053499109 AVAYA INC COM 35,287.00 684,402.85 053561106 AVENTIS SPONSORED ADR 80,680.00 9,144,179.34 053611109 AVERY DENNISON CORP COM 12,338.00 1,113,382.00 053762100 AVIRON COM 84,750.00 6,727,887.00 054303102 AVON PRODS INC COM 27,438.00 2,036,695.00 054540109 AXCELIS TECHNOLOGIES INC COM 76,235.00 1,568,656.00 054937107 BB&T CORP COM 46,877.00 2,702,140.00 05534B109 BCE INC COM 30,228,725.00 1,100,104,655.16 05538E109 BEI MED SYS INC COM 177,300.00 1,797,227.00 055472104 BISYS GROUP INC COM 70,800.00 7,232,124.00 055482103 BJ SVCS CO COM 136,900.00 7,091,509.00 05548J106 BJS WHOLESALE CLUB INC COM 40,700.00 2,865,191.00 055622104 BP PLC SPONSORED ADR 91,707.00 6,808,780.39 055921100 BMC SOFTWARE INC COM 62,950.00 1,644,996.36 057224107 BAKER HUGHES INC COM 110,488.00 6,432,376.00 058498106 BALL CORP COM 2,852.00 321,877.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 059460204 BANCO BRADESCO S A SP ADR PFD NEW 7,980.00 327,383.00 059504100 BANCO DE A EDWARDS SPON ADR REP A 10,616.00 293,921.00 05964H105 BANCO SANTANDER CENT HISPANO ADR 75,642.00 1,002,217.00 060505104 BANK OF AMERICA CORPORATION COM 492,208.00 49,461,231.24 063671101 BANK MONTREAL QUE COM 21,294,974.00 764,489,573.70 064057102 BANK NEW YORK INC COM 630,632.00 41,073,024.63 06423A103 BANK ONE CORP COM 135,983.00 8,476,688.00 067383109 BARD C R INC COM 6,741.00 694,072.00 067901108 BARRICK GOLD CORP COM 16,973,332.00 432,163,578.75 071707103 BAUSCH & LOMB INC COM 4,685.00 281,650.00 071813109 BAXTER INTL INC COM 300,036.00 25,686,307.51 073902108 BEAR STEARNS COS INC COM 10,738.00 1,005,166.00 075887109 BECTON DICKINSON & CO COM 29,909.00 1,582,727.00 075896100 BED BATH & BEYOND INC COM 31,800.00 1,720,867.00 077914109 BELL CDA INTL INC COM 533,355.00 666,694.00 079860102 BELLSOUTH CORP COM 345,764.00 21,056,919.63 080555105 BELO CORP COM SER A 58,150.00 1,740,490.00 081437105 BEMIS INC COM 5,031.00 394,969.00 084670108 BERKSHIRE HATHAWAY INC DEL CL A 46 5,551,369.49 084670207 BERKSHIRE HATHAWAY INC DEL CL B 36 145,105.68 086516101 BEST BUY INC COM 82,855.00 9,850,968.00 09058V103 BIOCRYST PHARMACEUTICALS COM 51,100.00 323,025.00 090597105 BIOGEN INC COM 41,200.00 3,771,822.00 090613100 BIOMET INC COM 30,305.00 1,494,835.00 09067J109 BIOVAIL CORP COM 4,562,720.00 405,717,062.00 091797100 BLACK & DECKER CORP COM 11,110.00 669,147.00 093671105 BLOCK H & R INC COM 20,906.00 1,491,760.00 097023105 BOEING CO COM 123,930.00 7,671,932.74 097383103 BOISE CASCADE CORP COM 48,168.00 2,615,085.00 101137107 BOSTON SCIENTIFIC CORP COM 117,876.00 4,538,614.00 102183100 BOWATER INC COM 28,505.00 2,170,501.00 10549P606 BRASCAN CORP CL A LTD VT SH 4,379,486.00 125,910,208.00 105530109 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 7,853.00 519,990.00 110122108 BRISTOL MYERS SQUIBB CO COM 1,134,889.00 92,394,066.76 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 97,000.00 2,632,335.00 111013108 BRITISH SKY BROADCASTING GROUP SPONSORED ADR 20,000.00 2,091,182.00 111320107 BROADCOM CORP CL A 30,223.00 1,971,799.00 111620100 BROADWING INC COM 49,100.00 744,604.00 111621108 BROCADE COMMUNICATIONS SYS INC COM 161,600.00 8,543,822.00 112900105 BROOKFIELD PPTYS CORP COM 2,593,531.00 71,892,667.00 115236101 BROWN & BROWN INC COM 7,000.00 305,057.00 115637209 BROWN FORMAN CORP CL B 8,675.00 866,891.00 116795105 BRUKER DALTONICS INC COM 29,750.00 776,471.00 117043109 BRUNSWICK CORP COM 10,685.00 371,154.00 12189T104 BURLINGTON NORTHN SANTA FE CP COM 47,189.00 2,149,132.00 122014103 BURLINGTON RES INC COM 23,707.00 1,420,664.00 12541W100 C H ROBINSON WORLDWIDE INC COM 20,300.00 937,000.00 125509109 CIGNA CORP COM 32,891.00 4,864,554.00 12561W105 CLECO CORP NEW COM 11,100.00 389,290.00 125896100 CMS ENERGY CORP COM 1,181,223.00 45,311,265.17 126349109 CSG SYS INTL INC COM 80,300.00 5,185,070.00 126408103 CSX CORP COM 22,909.00 1,281,783.00 126650100 CVS CORP COM 885,595.00 41,845,367.44
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 126667104 CV THERAPEUTICS INC COM 104,800.00 8,702,663.00 12686C844 CABLEVISION SYS CORP CL A RAINB MED 88,300.00 3,481,594.00 12709P103 CABOT MICROELECTRONICS CORP COM 8,850.00 1,119,600.00 127209302 CADBURY SCHWEPPES PLC ADR 32,300.00 1,326,154.02 131347106 CALPINE CORP COM 40,699.00 1,090,825.00 134429109 CAMPBELL SOUP CO COM 46,653.00 2,224,515.00 135113108 CANADA LIFE FINL CORP COM 400 17,712.00 136069101 CDN IMPERIAL BK OF COMMERCE COM 7,294.00 400,075.90 136375102 CANADIAN NATL RY CO COM 6,013,602.00 461,243,288.00 136385101 CANADIAN NAT RES LTD COM 32,560.00 1,247,373.60 13645T100 CANADIAN PAC RY LTD COM 4,735,592.00 152,012,487.00 138006309 CANON INC ADR 78,815.00 4,411,043.00 14040H105 CAPITAL ONE FINL CORP COM 61,291.00 5,278,478.00 14149Y108 CARDINAL HEALTH INC COM 217,298.00 22,429,054.00 141705103 CAREMARK RX INC COM 146,250.00 3,807,533.00 143658102 CARNIVAL CORP COM 67,206.00 3,012,490.00 148867104 CATALINA MARKETING CORP COM 35,350.00 1,958,120.00 149123101 CATERPILLAR INC DEL COM 116,539.00 9,720,265.00 15101Q108 CELESTICA INC SUB VTG SHS 5,275,571.00 340,144,658.00 151158102 CELLTECH GROUP PLC SPONSORED ADR 20,000.00 798,480.00 151290889 CEMEX S A SPON ADR 5 ORD 7,970.00 314,250.00 151313103 CENDANT CORP COM 235,641.00 7,376,477.00 152312104 CENTEX CORP COM 7,776.00 708,658.00 156431108 CENTURY ALUM CO COM 35,000.00 746,440.00 156700106 CENTURYTEL INC COM 32,050.00 1,678,117.36 156708109 CEPHALON INC COM 280,071.00 33,792,808.00 156779100 CERIDIAN CORP NEW COM 135,400.00 4,052,663.00 156880106 CERTEGY INC COM 192,600.00 10,520,995.00 160903100 CHARTER ONE FINL INC COM 24,396.00 1,057,326.00 16117M107 CHARTER COMMUNICATIONS INC DEL CL A 412,700.00 10,824,119.00 162825103 CHECKPOINT SYS INC COM 66,866.00 1,430,312.00 166764100 CHEVRONTEXACO CORP COM 192,523.00 27,539,726.00 169373107 CHINA FD INC COM 102,000.00 2,022,285.00 16945R104 CHINA UNICOM LTD SPONSORED ADR 156,000.00 2,781,623.00 170040109 CHIRON CORP COM 20,500.00 1,434,647.00 170228100 CHITTENDEN CORP COM 8,137.00 358,504.00 170388102 CHOICEPOINT INC COM 39,975.00 3,234,680.00 171232101 CHUBB CORP COM 22,097.00 2,433,901.47 171779101 CIENA CORP COM 135,610.00 3,097,789.00 172062101 CINCINNATI FINL CORP COM 18,700.00 1,138,824.00 172474108 CINERGY CORP COM 18,001.00 960,624.00 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 214,440.00 8,883,082.00 17275R102 CISCO SYS INC COM 3,708,906.00 107,222,220.51 172908105 CINTAS CORP COM 17,000.00 1,313,182.00 172967101 CITIGROUP INC COM 2,247,736.00 181,127,798.33 174420109 CITIZENS BKG CORP MICH COM 5,600.00 293,928.00 17453B101 CITIZENS COMMUNICATIONS CO COM 34,300.00 583,676.00 177376100 CITRIX SYS INC COM 82,976.00 3,001,462.00 178566105 CITY NATL CORP COM 30,900.00 2,310,940.00 184502102 CLEAR CHANNEL COMMUNICATIONS COM 201,374.00 16,365,415.00 189054109 CLOROX CO DEL COM 87,422.00 5,519,348.00 189754104 COACH INC COM 31,100.00 1,935,186.00 191216100 COCA COLA CO COM 452,285.00 34,041,947.37
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 191219104 COCA COLA ENTERPRISES INC COM 48,910.00 1,478,762.00 192422103 COGNEX CORP COM 81,500.00 3,331,867.00 192423101 COGNICASE INC COM 672,281.00 10,946,405.00 19244C109 COGNOS INC COM 3,381,859.00 213,557,281.20 194162103 COLGATE PALMOLIVE CO COM 192,608.00 17,756,069.34 200300200 COMCAST CORP CL A SPL 394,390.00 22,664,645.00 200340107 COMERICA INC COM 502,578.00 45,970,435.00 203372107 COMMSCOPE INC COM 47,300.00 1,606,013.00 204409601 COMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD 20,147.00 466,014.00 204412100 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 32,065.00 1,208,503.00 20441W203 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 50,482.00 1,635,080.00 204429104 COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 8,830.00 250,900.00 204448104 COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 222,000.00 7,346,370.00 204449300 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 45,733.00 982,642.00 204493100 COMPAQ COMPUTER CORP COM 976,474.00 15,213,566.06 204912109 COMPUTER ASSOC INTL INC COM 70,351.00 3,873,325.86 205363104 COMPUTER SCIENCES CORP COM 19,237.00 1,504,100.00 205638109 COMPUWARE CORP COM 156,000.00 2,936,019.00 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 20,500.00 732,049.00 205887102 CONAGRA FOODS INC COM 216,483.00 8,214,356.00 206197105 CONCORD EFS INC COM 481,338.00 25,187,184.00 207142100 CONEXANT SYSTEMS INC COM 26,344.00 603,888.00 208251504 CONOCO INC COM 257,875.00 11,649,739.00 209115104 CONSOLIDATED EDISON INC COM 457,691.00 29,487,914.00 210371100 CONSTELLATION ENERGY GROUP INC COM 18,894.00 800,772.00 212485106 CONVERGYS CORP COM 83,050.00 4,970,220.00 216640102 COOPER CAMERON CORP COM 30,550.00 1,968,262.00 216669101 COOPER INDS INC COM 10,481.00 584,248.00 217016104 COORS ADOLPH CO CL B 4,245.00 361,859.00 217753102 COR THERAPEUTICS INC COM 32,474.00 1,240,506.00 219350105 CORNING INC COM 110,397.00 1,571,964.00 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 950 221005101 CORVAS INTL INC COM 120,750.00 1,262,551.00 22160K105 COSTCO WHSL CORP NEW COM 296,918.00 21,035,088.99 222372104 COUNTRYWIDE CR INDS INC DEL COM 14,127.00 923,924.00 224044107 COX COMMUNICATIONS INC NEW CL A 11,550.00 772,716.00 224051102 COX RADIO INC CL A 115,100.00 4,681,610.00 22409V102 CP SHIPS LTD COM 3,052,218.00 52,345,534.00 225606102 CREO PRODS INC COM 3,070,743.00 100,488,838.00 229678107 CUBIST PHARMACEUTICALS INC COM 88,000.00 5,051,529.00 229899109 CULLEN FROST BANKERS INC COM 58,850.00 2,900,977.00 231082108 CUMULUS MEDIA INC CL A 125,000.00 3,228,561.00 233162106 DDI CORP COM 1,000.00 15,707.81 233331107 DTE ENERGY CO COM 18,513.00 1,239,441.00 235811106 DANA CORP COM 13,335.00 295,463.00 235851102 DANAHER CORP DEL COM 96,650.00 9,304,900.00 237194105 DARDEN RESTAURANTS INC COM 14,435.00 815,719.00 23918K108 DAVITA INC COM 114,600.00 4,472,847.00 244199105 DEERE & CO COM 26,611.00 1,854,665.00 247025109 DELL COMPUTER CORP COM 1,309,618.00 56,821,750.25 247126105 DELPHI AUTOMOTIVE SYS CORP COM 61,723.00 1,345,917.00 247131105 DELPHI FINL GROUP INC CL A 44,560.00 2,368,699.00 247361108 DELTA AIR LINES INC DEL COM 14,116.00 659,336.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 24783R103 DELTAGEN INC COM 313,900.00 4,609,987.00 248019101 DELUXE CORP COM 7,813.00 518,588.00 249906108 DESCARTES SYS GROUP INC COM 1,387,785.00 16,431,376.00 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 148,608.00 4,009,123.00 25179M103 DEVON ENERGY CORP NEW COM 303,210.00 18,707,405.00 25243Q205 DIAGEO P L C SPON ADR NEW 116,509.00 8,605,567.01 25271C102 DIAMOND OFFSHORE DRILLING INC COM 85,585.00 4,153,285.00 252787106 DIAMONDS TR UNIT SER 1 7,100.00 1,130,215.00 254546104 DIONEX CORP COM 64,000.00 2,606,219.00 254687106 DISNEY WALT CO COM DISNEY 480,100.00 15,879,688.11 255064107 DIVERSA CORP COM 37,800.00 853,825.00 256135203 DR REDDYS LABS LTD ADR 379,100.00 11,467,890.00 256669102 DOLLAR GEN CORP COM 40,160.00 955,214.00 256747106 DOLLAR TREE STORES INC COM 86,475.00 4,266,877.00 25746U109 DOMINION RES INC VA NEW COM 30,421.00 2,918,559.00 257867101 DONNELLEY R R & SONS CO COM 14,861.00 704,334.00 260003108 DOVER CORP COM 25,384.00 1,502,115.00 260543103 DOW CHEM CO COM 140,059.00 7,552,507.85 260561105 DOW JONES & CO INC COM 8,553.00 747,247.00 263534109 DU PONT E I DE NEMOURS & CO COM 170,990.00 11,603,321.86 264399106 DUKE ENERGY CORP COM 103,632.00 6,494,783.28 266605104 DURECT CORP COM 84,500.00 1,563,366.00 26816Q101 DYNEGY INC NEW CL A 56,250.00 2,289,724.00 268258100 ECI TELECOM LTD ORD 62,192.00 533,125.00 268648102 E M C CORP MASS COM 794,763.00 17,051,297.57 26875P101 EOG RES INC COM 73,476.00 4,587,265.00 277432100 EASTMAN CHEM CO COM 8,096.00 504,288.00 277461109 EASTMAN KODAK CO COM 60,246.00 2,830,343.00 278058102 EATON CORP COM 30,184.00 3,585,326.00 278265103 EATON VANCE CORP COM NON VTG 46,350.00 2,630,328.00 278642103 EBAY INC COM 25,450.00 2,717,906.00 278751102 ECHO BAY MINES LTD COM 3,649,858.00 3,087,965.00 278762109 ECHOSTAR COMMUNICATIONS NEW CL A 66,850.00 2,931,437.00 278865100 ECOLAB INC COM 13,902.00 893,231.00 281020107 EDISON INTL COM 36,985.00 891,504.00 281760108 EDWARDS AG INC COM 31,850.00 2,245,729.00 28336L109 EL PASO CORP COM 113,728.00 8,098,790.00 284131208 ELAN PLC ADR 31,362.00 2,255,877.00 285512109 ELECTRONIC ARTS INC COM 223,900.00 21,427,120.00 285661104 ELECTRONIC DATA SYS NEW COM 413,207.00 45,216,365.70 29081M102 EMBRAER-EMPRESA BRASILEIRA DE SP ADR PFD SHS 15,250.00 538,731.00 291011104 EMERSON ELEC CO COM 518,271.00 47,240,396.46 291345106 EMISPHERE TECHNOLOGIES INC COM 19,000.00 967,834.00 29250N105 ENBRIDGE INC COM 177,916.00 7,721,554.40 29258N107 ENDESA S A SPONSORED ADR 51,870.00 1,297,495.33 29274D604 ENERPLUS RES FD UNIT TR G NEW 453 11,211.75 29274F104 ENERSIS S A SPONSORED ADR 18,941.00 402,138.00 292845104 ENGELHARD CORP COM 15,861.00 700,837.00 293639100 ENTERCOM COMMUNICATIONS CORP CL A 14,900.00 1,189,260.00 29364G103 ENTERGY CORP NEW COM 24,032.00 1,500,370.00 293848107 ENTRUST INC COM 104,250.00 1,695,785.00 294409107 EQUANT N V NY REG SHS 114,300.00 2,125,654.00 294429105 EQUIFAX INC COM 69,342.00 2,673,216.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 294741103 EQUITY OFFICE PROPERTIES TRUST COM 45,598.00 2,189,496.00 29476L107 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 32,300.00 1,480,322.00 294821400 ERICSSON L M TEL CO ADR CL B SEK10 16,000.00 133,324.82 29664R106 ESPERION THERAPEUTICS INC COM 51,500.00 604,248.00 30161N101 EXELON CORP COM 36,294.00 2,773,981.00 30161Q104 EXELIXIS INC COM 86,000.00 2,281,655.00 302043104 EXFO ELECTRO OPTICAL ENGR INC SUB VTG SHS 504,589.00 9,569,180.00 302130109 EXPEDITORS INTL WASH INC COM 24,000.00 2,181,853.00 302182100 EXPRESS SCRIPTS INC COM 358,535.00 26,762,494.00 30224P101 EXTENDED STAY AMER INC COM 114,250.00 2,991,029.00 30226D106 EXTREME NETWORKS INC COM 172,200.00 3,546,038.00 30231G102 EXXON MOBIL CORP COM 1,433,013.00 89,900,725.78 302491303 F M C CORP COM NEW 2,640.00 250,750.00 302571104 FPL GROUP INC COM 20,149.00 1,814,066.00 303072102 FACTORY 2-U INC COM 25,000.00 799,757.00 305204109 FAIRMONT HOTELS RESORTS INC COM 2,155,663.00 81,764,297.75 307000109 FAMILY DLR STORES INC COM 111,800.00 5,350,495.00 313400301 FEDERAL HOME LN MTG CORP COM 305,401.00 31,883,701.00 313586109 FEDERAL NATL MTG ASSN COM 257,760.00 32,711,703.98 31410H101 FEDERATED DEPT STORES INC DEL COM 21,342.00 1,393,410.00 314211103 FEDERATED INVS INC PA CL B 52,925.00 2,693,393.00 31428X106 FEDEX CORP COM 84,534.00 7,000,868.00 316773100 FIFTH THIRD BANCORP COM 153,731.00 15,050,639.00 31865W108 FIRST AVIATION SVCS INC COM 9,000.00 319963104 FIRST DATA CORP COM 247,238.00 30,961,977.44 337162101 FIRST TENN NATL CORP COM 33,550.00 1,941,963.00 337719108 FISCHER IMAGING CORP COM 132,700.00 2,550,457.00 337738108 FISERV INC COM 73,250.00 4,948,503.00 337932107 FIRSTENERGY CORP COM 365,060.00 20,384,712.00 339030108 FLEETBOSTON FINL CORP COM 1,241,696.00 72,348,356.00 343412102 FLUOR CORP NEW COM 28,304.00 1,689,818.00 344419106 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 14,079.00 776,498.00 345370860 FORD MTR CO DEL COM PAR $0.01 293,400.00 7,362,633.00 345426100 FORDING INC COM 1,560,764.00 44,169,621.00 345838106 FOREST LABS INC COM 86,918.00 11,370,491.00 349631101 FORTUNE BRANDS INC COM 18,748.00 1,184,843.00 349882100 FOSSIL INC COM 176,000.00 5,900,006.00 35100E104 FOUR SEASONS HOTEL INC LTD VTG SH 1,204,429.00 141,542,104.00 35138T107 FOX ENTMT GROUP INC CL A 6,500.00 275,278.00 354613101 FRANKLIN RES INC COM 136,816.00 7,703,053.00 35671D105 FREEPORT-MCMORAN COPPER & GOLD CL A 426,000.00 8,772,428.00 35671D857 FREEPORT-MCMORAN COPPER & GOLD CL B 12,633.00 270,027.00 358029106 FRESENIUS MED CARE AG SPONSORED ADR 30,200.00 962,732.00 36229U102 GSI LUMONICS INC COM 1,063,486.00 14,612,299.00 362359408 GT GROUP TELECOM INC CL B NON VTG 1,855,903.00 5,332,499.00 364730101 GANNETT INC COM 84,182.00 9,034,473.73 364760108 GAP INC DEL COM 287,690.00 6,401,881.95 367626108 GATEWAY INC COM 36,910.00 473,660.00 36866W106 GEMSTAR-TV GUIDE INTL INC COM 64,520.00 2,852,953.00 368710406 GENENTECH INC COM NEW 189,000.00 16,367,489.00 369385109 GENERAL COMMUNICATION INC CL A 433,721.00 5,892,786.80 369550108 GENERAL DYNAMICS CORP COM 23,064.00 2,932,151.00 369604103 GENERAL ELEC CO COM 2,482,668.00 158,842,560.32
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ---------------- --------------- -------- 370334104 GENERAL MLS INC COM 40,748.00 3,383,091.00 370442105 GENERAL MTRS CORP COM 89,164.00 6,917,455.00 370442832 GENERAL MTRS CORP CL H NEW 456,659.00 11,262,661.00 372460105 GENUINE PARTS CO COM 268,236.00 15,714,611.00 372917104 GENZYME CORP COM GENL DIV 44,050.00 4,209,235.00 373298108 GEORGIA PAC CORP COM GA PAC GRP 27,510.00 1,212,488.25 375558103 GILEAD SCIENCES INC COM 192,300.00 20,174,248.00 375766102 GILLETTE CO COM 395,820.00 21,103,997.05 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 70,621.00 5,616,401.00 38059T106 GOLD FIELDS LTD NEW SPONSORED ADR 770,000.00 5,949,173.00 381317106 GOLDEN WEST FINL CORP DEL COM 17,719.00 1,664,586.00 38141G104 GOLDMAN SACHS GROUP INC COM 115,850.00 17,152,620.00 382388106 GOODRICH CORP COM 209,875.00 8,918,448.00 382550101 GOODYEAR TIRE & RUBR CO COM 19,524.00 742,077.00 384109104 GRACO INC COM 105,450.00 6,573,371.00 384802104 GRAINGER W W INC COM 10,046.00 769,759.00 388690109 GRAPHIC PACKAGING INTL CORP COM 16,864.00 130,563.18 39167B102 GREATER CHINA FD INC COM 125,000.00 1,747,973.00 39945C109 GROUPE CGI INC CL A SUB VTG 5,950,708.00 115,787,324.25 400131306 GRUMA S A DE CV SPON ADR CL B 130,000.00 733,175.00 40049J206 GRUPO TELEVISA SA DE CV SP ADR REP ORD 35,978.00 2,479,934.00 40051E202 GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B 18,300.00 449,875.00 401698105 GUIDANT CORP COM 168,914.00 13,428,129.00 401829106 GUILFORD PHARMACEUTICALS INC COM 151,200.00 2,896,367.00 402284103 GULF INDONESIA RES LTD COM 75,000.00 1,077,517.00 404119109 HCA INC COM 744,099.00 45,778,647.00 404280406 HSBC HLDGS PLC SPON ADR NEW 57,117.00 5,444,186.00 405217100 HAIN CELESTIAL GROUP INC COM 155,280.00 6,806,699.00 406216101 HALLIBURTON CO COM 47,669.00 996,846.00 41014S106 HANCOCK JOHN FINL SVCS INC COM 197,250.00 13,004,318.00 412822108 HARLEY DAVIDSON INC COM 53,500.00 4,638,249.75 413086109 HARMAN INTL INDS INC COM 56,900.00 4,096,466.00 413619107 HARRAHS ENTMT INC COM 15,481.00 914,616.00 416515104 HARTFORD FINL SVCS GROUP INC COM 75,000.00 7,522,268.92 418056107 HASBRO INC COM 23,427.00 606,954.00 421924101 HEALTHSOUTH CORP COM 41,617.00 984,554.00 421933102 HEALTH MGMT ASSOC INC NEW CL A 110,000.00 3,230,956.00 423074103 HEINZ H J CO COM 89,197.00 5,854,959.00 427866108 HERSHEY FOODS CORP COM 18,573.00 2,007,203.00 428236103 HEWLETT PACKARD CO COM 354,619.00 11,627,409.34 432848109 HILTON HOTELS CORP COM 41,201.00 718,209.00 433578507 HITACHI LIMITED ADR 10 COM 25 2,920.87 437076102 HOME DEPOT INC COM 941,156.00 76,636,832.00 438128308 HONDA MOTOR LTD AMERN SHS 26,000.00 3,383,022.00 438516106 HONEYWELL INTL INC COM 318,278.00 17,183,069.00 440327104 HORACE MANN EDUCATORS CORP NEW COM 10,050.00 340,433.00 441815107 HOUSEHOLD INTL INC COM 159,386.00 14,741,754.76 444859102 HUMANA INC COM 17,351.00 326,557.00 444903108 HUMAN GENOME SCIENCES INC COM 90,150.00 4,852,592.00 446150104 HUNTINGTON BANCSHARES INC COM 26,789.00 735,111.00 448882100 HYDROGENICS CORP COM 148,000.00 1,764,830.00 448924100 ICN PHARMACEUTICALS INC NEW COM 77,400.00 4,139,104.00 449295104 ICOS CORP COM 10,600.00 971,943.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 449370105 IDEC PHARMACEUTICALS CORP COM 230,200.00 25,329,937.00 449934108 IMS HEALTH INC COM 30,960.00 964,226.00 45068B109 ITT EDUCATIONAL SERVICES INC COM 65,000.00 3,825,666.00 450911102 ITT INDS INC IND COM 53,612.00 4,321,892.00 452308109 ILLINOIS TOOL WKS INC COM 35,116.00 3,796,143.00 45245E109 IMAX CORP COM 475,549.00 2,345,711.00 45245W109 IMCLONE SYS INC COM 57,600.00 4,271,911.00 452528102 IMMUNEX CORP NEW COM 165,650.00 7,327,376.00 453038408 IMPERIAL OIL LTD COM NEW 13,211.00 585,379.41 453258139 INCO LTD WT EXP 082106 192,622.00 1,165,363.00 453258402 INCO LTD COM 8,926,142.00 241,378,023.00 45666Q102 INFORMATICA CORP COM 188,000.00 4,354,575.00 456837103 ING GROUP N V SPONSORED ADR 100,580.00 4,086,203.00 458118106 INTEGRATED DEVICE TECHNOLOGY COM 40,200.00 1,706,337.00 458140100 INTEL CORP COM 1,580,931.00 79,369,580.34 459200101 INTERNATIONAL BUSINESS MACHS COM 479,043.00 92,498,948.51 459506101 INTERNATIONAL FLAVORS&FRAGRANC COM 9,982.00 473,414.00 459902102 INTERNATIONAL GAME TECHNOLOGY COM 8,100.00 883,133.00 460146103 INTL PAPER CO COM 130,940.00 8,434,054.00 46060X107 INTERNET SEC SYS INC COM 30,050.00 1,537,901.00 460690100 INTERPUBLIC GROUP COS INC COM 352,247.00 16,610,332.00 46069S109 INTERSIL CORP CL A 31,350.00 1,613,941.00 460919103 INTERTAPE POLYMER GROUP INC COM 761,367.00 10,088,114.00 461156101 INTIMATE BRANDS INC CL A 63,856.00 1,514,750.00 461202103 INTUIT COM 47,500.00 3,242,290.00 46185R100 INVITROGEN CORP COM 169,864.00 16,792,793.00 462846106 IRON MTN INC PA COM 48,450.00 3,387,571.00 464286848 ISHARES INC MSCI JAPAN 111,530.00 1,372,671.44 464287465 ISHARES TR MSCI EAFE IDX 465,210.00 88,631,734.56 464287507 ISHARES TR S&P MIDCAP 400 200 32,293.60 464287655 ISHARES TR RUSSELL 2000 18,611.00 2,871,984.00 464287861 ISHARES TR S&P EURO PLUS 52,195.00 4,923,380.20 464330109 ISIS PHARMACEUTICALS INC COM 19,500.00 690,737.00 46612J101 JDS UNIPHASE CORP COM 431,626.00 6,015,093.00 46625H100 J P MORGAN CHASE & CO COM 1,136,397.00 65,940,921.25 466313103 JABIL CIRCUIT INC COM 85,178.00 3,089,273.00 471112102 JARDINE FLEMING INDIA FD INC COM 114,637.00 1,343,202.00 475070108 JEFFERSON PILOT CORP COM 91,650.00 6,769,436.00 478160104 JOHNSON & JOHNSON COM 1,104,834.00 104,232,950.72 478366107 JOHNSON CTLS INC COM 9,347.00 1,204,856.00 480074103 JONES APPAREL GROUP INC COM 13,400.00 709,530.00 48203R104 JUNIPER NETWORKS INC COM 85,450.00 2,584,888.00 482480100 KLA-TENCOR CORP COM 57,499.00 4,548,960.00 482584109 K MART CORP COM 56,766.00 494,768.00 48265R109 KPMG CONSULTING INC COM 199,150.00 5,267,728.00 485170302 KANSAS CITY SOUTHN INDS INC COM NEW 500 11,278.02 48666K109 KB HOME COM 5,374.00 344,003.00 487836108 KELLOGG CO COM 45,318.00 2,177,498.00 492386107 KERR MCGEE CORP COM 10,733.00 938,906.00 493267108 KEYCORP NEW COM 49,630.00 1,928,348.00 49337W100 KEYSPAN CORP COM 354,350.00 19,600,006.00 494368103 KIMBERLY CLARK CORP COM 119,146.00 11,373,684.02 49455P101 KINDER MORGAN INC KANS COM 13,993.00 1,243,966.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 495582108 KING PHARMACEUTICALS INC COM 333,933.00 22,458,012.00 499040103 KNIGHT RIDDER INC COM 45,048.00 4,669,189.00 500255104 KOHLS CORP COM 63,337.00 7,121,924.00 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 73,858.00 3,465,115.00 500472303 KONINKLIJKE PHILIPS ELECTRS NVNY REG SH NEW 46,190.00 2,146,418.96 50049M109 KOOKMIN BK NEW SPONSORED ADR 17,188.00 1,067,322.00 500631106 KOREA ELECTRIC PWR SPONSORED ADR 60,000.00 876,381.00 500634100 KOREA FD COM 39,000.00 809,335.00 50063P103 KOREA TELECOM SPONSORED ADR 140,607.00 4,563,151.00 50075N104 KRAFT FOODS INC CL A 396,100.00 21,517,277.00 501044101 KROGER CO COM 732,628.00 24,407,679.00 501556203 KYOCERA CORP ADR 7,100.00 756,310.00 502161102 LSI LOGIC CORP COM 42,346.00 1,066,694.00 502424104 L-3 COMMUNICATIONS HLDGS INC COM 20,500.00 2,945,214.00 50540R409 LABORATORY CORP AMER HLDGS COM NEW 206,350.00 26,632,076.00 512807108 LAM RESEARCH CORP COM 89,300.00 3,310,047.00 512815101 LAMAR ADVERTISING CO CL A 126,500.00 8,549,917.00 518415104 LATTICE SEMICONDUCTOR CORP COM 125,550.00 4,122,603.00 524660107 LEGGETT & PLATT INC COM 20,900.00 767,352.00 524901105 LEGG MASON INC COM 19,450.00 1,551,802.00 524908100 LEHMAN BROS HLDGS INC COM 210,625.00 22,459,853.00 529771107 LEXMARK INTL NEW CL A 331,720.00 31,242,386.00 530718105 LIBERTY MEDIA CORP NEW COM SER A 1,055,455.00 23,587,846.00 53220K207 LIGAND PHARMACEUTICALS INC CL B 28,350.00 810,078.00 532457108 LILLY ELI & CO COM 233,493.00 29,274,216.08 532716107 LIMITED INC COM 132,387.00 3,110,811.00 532791100 LINCARE HLDGS INC COM 57,200.00 2,616,021.00 534187109 LINCOLN NATL CORP IND COM 609,627.00 47,266,432.00 535678106 LINEAR TECHNOLOGY CORP COM 36,998.00 2,305,731.00 539320101 LIZ CLAIBORNE INC COM 5,297.00 420,672.00 539830109 LOCKHEED MARTIN CORP COM 49,296.00 3,672,569.00 540424108 LOEWS CORP COM 22,908.00 2,025,166.00 548661107 LOWES COS INC COM 278,060.00 20,600,160.58 549463107 LUCENT TECHNOLOGIES INC COM 640,066.00 6,426,844.20 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 163,125.00 4,291,393.00 55261F104 M & T BK CORP COM 2,303.00 267,821.00 55262C100 MBIA INC COM 16,663.00 1,426,532.00 55262L100 MBNA CORP COM 118,739.00 6,672,008.00 55268N100 MDSI MOBILE DATA SOLUTIONS INC COM 199,095.00 1,789,325.00 55269P302 MDS INC COM 1,000.00 18,900.00 552848103 MGIC INVT CORP WIS COM 12,268.00 1,208,705.00 553530106 MSC INDL DIRECT INC CL A 41,400.00 1,305,233.00 559222401 MAGNA INTL INC CL A 1,700.00 171,870.00 564055101 MANOR CARE INC NEW COM 9,242.00 349,799.00 56418H100 MANPOWER INC COM 78,700.00 4,235,006.00 56501R106 MANULIFE FINL CORP COM 17,048,452.00 709,215,617.00 571748102 MARSH & MCLENNAN COS INC COM 88,297.00 15,145,126.00 571903202 MARRIOTT INTL INC NEW CL A 27,662.00 1,795,001.00 574599106 MASCO CORP COM 56,940.00 2,226,916.71 57685P304 MATRIXONE INC COM 35,979.00 746,068.26 576879209 MATSUSHITA ELEC INDL ADR 131,000.00 2,634,889.00 577081102 MATTEL INC COM 46,906.00 1,287,886.00 577128101 MATTHEWS INTL CORP CL A 11,000.00 431,614.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 57772K101 MAXIM INTEGRATED PRODS INC COM 256,750.00 21,521,522.03 577778103 MAY DEPT STORES CO COM 35,412.00 2,090,441.00 577913106 MAXXAM INC COM 38,000.00 1,061,554.00 578592107 MAYTAG CORP COM 7,794.00 386,067.00 580135101 MCDONALDS CORP COM 238,802.00 10,090,494.00 580645109 MCGRAW HILL COS INC COM 291,528.00 28,378,420.00 58155Q103 MCKESSON CORP COM 62,273.00 3,717,850.00 582834107 MEAD CORP COM 13,666.00 673,876.00 584688105 MEDICINES CO COM 245,750.00 4,546,712.00 584699102 MEDIMMUNE INC COM 384,200.00 28,426,777.00 585055106 MEDTRONIC INC COM 179,720.00 14,691,688.00 58551A108 MELLON FINL CORP COM 729,875.00 43,831,647.55 587200106 MENTOR GRAPHICS CORP COM 33,050.00 1,243,517.00 589331107 MERCK & CO INC COM 342,711.00 32,168,135.23 589405109 MERCURY INTERACTIVE CORP COM 147,850.00 8,019,831.00 589433101 MEREDITH CORP COM 81,186.00 4,620,204.00 589975101 MERIDIAN GOLD INC COM 2,146,126.00 35,388,827.75 590188108 MERRILL LYNCH & CO INC COM 334,143.00 27,800,800.00 59156R108 METLIFE INC COM 85,649.00 4,331,397.00 594918104 MICROSOFT CORP COM 1,571,505.00 166,245,860.12 59501T304 MICROCELL TELECOMMUNICATIONS CL B NON VTG 1,896,672.00 7,302,187.00 595112103 MICRON TECHNOLOGY INC COM 147,804.00 7,314,226.00 595635103 MIDCAP SPDR TR UNIT SER 1 12,421.00 1,838,048.00 601073109 MILLIPORE CORP COM 4,889.00 473,728.00 604059105 MINNESOTA MNG & MFG CO COM 127,410.00 24,042,424.49 604675108 MIRANT CORP COM 222,209.00 5,682,568.00 607409109 MOBILE TELESYSTEMS OJSC SPONSORED ADR 4,800.00 273,239.00 608554101 MOLEX INC COM 21,537.00 1,064,061.00 608554200 MOLEX INC CL A 33,000.00 1,424,957.00 615369105 MOODYS CORP COM 16,019.00 1,019,279.00 615785102 MOORE LTD COM 2,457,574.00 37,269,256.00 617446448 MORGAN STANLEY DEAN WITTER&CO COM NEW 246,352.00 21,998,804.00 61745C105 MORGAN STANLEY INDIA INVS FD COM 58,399.00 806,384.00 620076109 MOTOROLA INC COM 941,438.00 22,572,630.35 62886E108 NCR CORP NEW COM 11,863.00 698,023.93 629050204 NEC CORP ADR 100,000.00 1,655,386.00 62936P103 NPS PHARMACEUTICALS INC COM 203,150.00 12,420,415.00 629568106 NABORS INDS INC COM 17,350.00 950,810.00 631100104 NASDAQ 100 TR UNIT SER 1 24,786.00 1,546,987.58 632525408 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 10,245.00 1,332,877.00 635405103 NATIONAL CITY CORP COM 73,464.00 3,429,039.29 63545P104 NATIONAL COMMERCE FINL CORP COM 6,917.00 279,357.00 637640103 NATIONAL SEMICONDUCTOR CORP COM 20,575.00 1,011,277.00 638612101 NATIONWIDE FINL SVCS INC CL A 67,800.00 4,487,242.00 63934E108 NAVISTAR INTL CORP NEW COM 6,028.00 380,094.00 640520300 NEORX CORP COM PAR $0.02 101,500.00 934,894.00 640522108 NEOSE TECHNOLOGIES INC COM 9,700.00 567,036.00 64115P102 NETIQ CORP COM 5,416.00 304,847.00 64120L104 NETWORK APPLIANCE INC COM 291,550.00 10,178,466.00 64125C109 NEUROCRINE BIOSCIENCES INC COM 75,000.00 6,143,046.00 643872104 NEW ENGLAND BUSINESS SVC INC COM 400 12,227.83 650111107 NEW YORK TIMES CO CL A 360,441.00 24,885,182.14 651229106 NEWELL RUBBERMAID INC COM 29,622.00 1,303,682.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 651639106 NEWMONT MINING CORP COM 22,275.00 679,515.00 652487703 NEWS CORP LTD ADR NEW 125,000.00 6,347,376.00 65332V103 NEXTEL COMMUNICATIONS INC CL A 91,963.00 1,608,956.00 653520106 NIAGARA MOHAWK HLDGS INC COM 22,062.00 624,416.00 654086107 NICOR INC COM 4,672.00 310,552.00 654106103 NIKE INC CL B 32,654.00 2,931,583.00 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 125,000.00 3,232,552.00 65473P105 NISOURCE INC COM 23,440.00 862,854.00 654894104 NOBLE AFFILIATES INC COM 4,500.00 253,504.00 654902204 NOKIA CORP SPONSORED ADR 587,776.00 23,016,003.37 655042109 NOBLE DRILLING CORP COM 15,591.00 847,196.00 655422103 NORANDA INC COM 300 4,500.00 655664100 NORDSTROM INC COM 18,126.00 585,354.00 655844108 NORFOLK SOUTHERN CORP COM 39,920.00 1,168,083.00 656568102 NORTEL NETWORKS CORP NEW COM 96,873,470.00 1,159,777,303.90 665859104 NORTHERN TR CORP COM 59,500.00 5,719,766.00 666807102 NORTHROP GRUMMAN CORP COM 38,514.00 6,197,874.00 66987V109 NOVARTIS A G SPONSORED ADR 59,158.00 3,446,885.27 670006105 NOVELL INC COM 36,853.00 270,026.00 670008101 NOVELLUS SYS INC COM 43,500.00 2,739,408.00 670009109 NOVEN PHARMACEUTICALS INC COM 68,400.00 1,938,095.00 670100205 NOVO-NORDISK A S ADR 23,850.00 1,526,698.00 67019E107 NSTAR COM 396,400.00 28,380,276.00 670346105 NUCOR CORP COM 9,547.00 807,115.00 67066G104 NVIDIA CORP COM 11,600.00 1,238,810.00 671040103 OSI PHARMACEUTICALS INC COM 107,000.00 7,812,688.00 674599105 OCCIDENTAL PETE CORP DEL COM 41,130.00 1,741,873.00 67481E106 OCEAN ENERGY INC DEL COM 377,350.00 11,565,545.00 676220106 OFFICE DEPOT INC COM 10,000.00 295,958.00 681904108 OMNICARE INC COM 217,500.00 8,638,337.00 681919106 OMNICOM GROUP INC COM 87,833.00 12,527,742.00 682159108 ON ASSIGNMENT INC COM 96,100.00 3,523,748.00 68273F103 ONI SYSTEMS CORP COM 103,300.00 1,033,923.00 683715106 OPEN TEXT CORP COM 551,750.00 26,035,597.00 683718100 OPENWAVE SYS INC COM 440,355.00 6,881,865.00 68389X105 ORACLE CORP COM 1,573,296.00 34,683,637.56 686091109 O REILLY AUTOMOTIVE INC COM 67,500.00 3,929,706.00 689899102 OUTBACK STEAKHOUSE INC COM 59,150.00 3,233,969.00 69331C108 PG&E CORP COM 45,578.00 1,399,848.00 69344F106 PMC-SIERRA INC COM 18,500.00 627,849.00 69344M101 PMI GROUP INC COM 21,700.00 2,321,239.00 693475105 PNC FINL SVCS GROUP INC COM 52,653.00 4,723,674.00 693506107 PPG INDS INC COM 19,360.00 1,598,396.00 69351T106 PPL CORP COM 16,183.00 900,290.00 693718108 PACCAR INC COM 8,300.00 869,430.00 695257105 PACTIV CORP COM 21,865.00 619,539.00 696429307 PALL CORP COM 16,729.00 642,519.00 696642107 PALM INC COM 58,389.00 361,646.00 69831A107 PANCANADIAN ENERGY CORP COM 9,610,534.00 396,915,058.80 699173100 PARAMETRIC TECHNOLOGY CORP COM 28,130.00 350,704.00 701094104 PARKER HANNIFIN CORP COM 12,397.00 908,541.00 70211M109 PARTNER COMMUNICATIONS CO LTD ADR 1,411,400.00 15,433,385.00 704231109 PAXSON COMMUNICATIONS CORP COM 51,200.00 854,096.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 704326107 PAYCHEX INC COM 130,525.00 7,261,344.00 704379106 PAYLESS SHOESOURCE INC COM 34,350.00 3,078,910.00 705015105 PEARSON PLC SPONSORED ADR 110,000.00 2,156,312.00 708160106 PENNEY J C INC COM 27,042.00 1,161,212.00 712713106 PEOPLESOFT INC COM 33,781.00 2,167,799.00 713409100 PEPSI BOTTLING GROUP INC COM 30,500.00 1,144,164.00 713448108 PEPSICO INC COM 816,827.00 63,487,815.09 71366Q101 PEREGRINE SYSTEMS INC COM 166,300.00 3,936,896.00 714046109 PERKINELMER INC COM 12,455.00 696,274.00 71644E102 PETRO-CDA COM 80,550.00 3,166,337.63 71654V101 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 31,132.00 1,104,758.00 71654V408 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 49,410.00 1,837,771.00 716597109 PETROLEUM GEO-SVCS A/S SPONSORED ADR 73,000.00 927,591.00 717081103 PFIZER INC COM 2,639,755.00 167,923,882.34 71713U102 PHARMACIA CORP COM 387,833.00 26,404,887.00 717265102 PHELPS DODGE CORP COM 32,457.00 1,678,703.00 718154107 PHILIP MORRIS COS INC COM 482,004.00 35,278,532.09 718507106 PHILLIPS PETE CO COM 43,319.00 4,167,044.00 719405102 PHOTRONICS INC COM 21,000.00 1,050,939.00 723484101 PINNACLE WEST CAP CORP COM 9,650.00 644,679.00 724479100 PITNEY BOWES INC COM 58,028.00 3,483,866.00 725811103 PIXAR COM 120 6,888.45 72581R106 PIVOTAL CORP COM 555,956.00 5,458,032.00 725906101 PLACER DOME INC COM 9,254,872.00 161,181,485.00 72813P100 PLAYTEX PRODS INC COM 65,000.00 1,011,669.00 730450103 POHANG IRON & STL LTD SPONSORED ADR 28,600.00 1,050,061.00 73755L107 POTASH CORP SASK INC COM 1,781,795.00 174,584,319.00 737679100 POTOMAC ELEC PWR CO COM 672,000.00 24,211,481.00 74005P104 PRAXAIR INC COM 19,809.00 1,747,090.00 74022D100 PRECISION DRILLING CORP COM 1,529,660.00 62,807,819.00 74046P105 PREMDOR INC COM 7,925.00 741437305 PRICE COMMUNICATIONS CORP COM NEW 25,800.00 786,224.00 74144T108 PRICE T ROWE GROUP INC COM 1,417,905.00 78,609,030.10 74251V102 PRINCIPAL FINANCIAL GROUP INC COM 150,950.00 5,783,156.00 742718109 PROCTER & GAMBLE CO COM 309,194.00 39,056,447.99 743187106 PROGENICS PHARMACEUTICALS INC COM 38,500.00 1,135,137.00 743263105 PROGRESS ENERGY INC COM 25,686.00 1,846,371.00 743315103 PROGRESSIVE CORP OHIO COM 34,049.00 8,114,928.00 743674103 PROTECTIVE LIFE CORP COM 48,100.00 2,221,335.00 74369L103 PROTEIN DESIGN LABS INC COM 103,700.00 5,451,186.00 743977100 PROVINCE HEALTHCARE CO COM 19,500.00 960,619.00 744320102 PRUDENTIAL FINL INC COM 113,755.00 6,026,959.00 744573106 PUBLIC SVC ENTERPRISE GROUP COM 23,807.00 1,603,374.00 745867101 PULTE HOMES INC COM 7,299.00 520,475.00 746927102 QLT INC COM 4,035,809.00 259,330,412.18 747277101 QLOGIC CORP COM 80,400.00 5,712,605.00 747525103 QUALCOMM INC COM 313,450.00 25,268,540.98 748203106 QUEBECOR WORLD INC COM NON-VTG 4,498,208.00 161,395,691.00 74834L100 QUEST DIAGNOSTICS INC COM 237,990.00 27,243,252.00 748767100 QUINTILES TRANSNATIONAL CORP COM 10,607.00 272,253.00 749121109 QWEST COMMUNICATIONS INTL INC COM 428,093.00 9,656,078.01 749651105 R O C TAIWAN FD SH BEN INT 102,000.00 773,418.00 750236101 RADIAN GROUP INC COM 56,950.00 3,904,608.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------------ --------------- -------- 75040K109 RADIOLOGIX INC COM 133,300.00 2,159,816.00 75040P405 RADIO ONE INC CL D NON VTG 100,500.00 2,889,351.00 750438103 RADIOSHACK CORP COM 19,962.00 959,160.00 755111507 RAYTHEON CO COM NEW 45,518.00 2,359,315.00 75605L104 REALNETWORKS INC COM 52,700.00 499,709.00 758212872 REED INTL PLC SPON ADR NEW 28,150.00 1,496,384.00 75886F107 REGENERON PHARMACEUTICALS COM 39,200.00 1,762,135.00 758940100 REGIONS FINL CORP COM 24,950.00 1,196,440.00 75952J108 RELIANT ENERGY INC COM 33,384.00 1,413,294.00 759930100 RENAL CARE GROUP INC COM 768,920.00 39,400,951.09 76009N100 RENT A CTR INC NEW COM 69,000.00 3,697,609.00 760759100 REPUBLIC SVCS INC COM 142,550.00 4,544,288.00 760975102 RESEARCH IN MOTION LTD COM 1,696,432.00 64,235,006.00 767204100 RIO TINTO PLC SPONSORED ADR 28,000.00 3,499,777.00 767744105 RITCHIE BROS AUCTIONEERS COM 189,300.00 7,518,332.00 76870Q109 RIVERDEEP GROUP PLC ADR 45,400.00 1,218,272.00 769320102 RIVERSTONE NETWORKS INC COM 135,972.00 3,603,115.00 770323103 ROBERT HALF INTL INC COM 150,600.00 6,418,843.00 773903109 ROCKWELL INTL CORP NEW COM 18,634.00 531,261.00 774341101 ROCKWELL COLLINS INC COM 131,534.00 4,094,427.00 775109200 ROGERS COMMUNICATIONS INC CL B 6,194,863.00 166,167,953.40 775371107 ROHM & HAAS CO COM 24,325.00 1,344,701.00 776696106 ROPER INDS INC NEW COM 26,700.00 2,109,779.00 780087102 ROYAL BK CDA MONTREAL QUE COM 27,959,182.00 2,307,044,568.00 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 322,873.00 25,265,363.52 780287108 ROYAL GOLD INC COM 134,450.00 1,113,906.00 781182100 RUBY TUESDAY INC COM 116,300.00 3,830,006.00 78387G103 SBC COMMUNICATIONS INC COM 543,997.00 34,015,009.86 784028102 SCP POOL CORP COM 8,800.00 385,608.00 78440P108 SK TELECOM LTD SPONSORED ADR 72,330.00 2,496,288.00 78462F103 SPDR TR UNIT SER 1 92,105.00 16,808,343.52 785905100 SABRE HLDGS CORP CL A 65,672.00 4,439,706.00 786429100 SAFECO CORP COM 14,148.00 703,515.00 786514208 SAFEWAY INC COM NEW 369,200.00 24,605,867.74 790849103 ST JUDE MED INC COM 9,411.00 1,166,535.00 792860108 ST PAUL COS INC COM 24,130.00 1,693,691.00 800907107 SANMINA SCI CORP COM 417,736.00 13,270,140.00 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 108,732.00 5,542,131.00 803111103 SARA LEE CORP COM 88,628.00 3,145,074.00 806605101 SCHERING PLOUGH CORP COM 1,185,977.00 67,795,537.72 806857108 SCHLUMBERGER LTD COM 143,805.00 12,614,272.70 808513105 SCHWAB CHARLES CORP NEW COM 258,443.00 6,382,276.00 808655104 SCIENTIFIC ATLANTA INC COM 283,501.00 10,834,260.00 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 579,100.00 20,060,133.00 81211K100 SEALED AIR CORP NEW COM 10,589.00 689,999.00 812387108 SEARS ROEBUCK & CO COM 38,080.00 2,895,938.00 81369Y803 SECTOR SPDR TR SBI INT-TECH 600 22,987.04 816851109 SEMPRA ENERGY COM 23,837.00 934,165.00 817315104 SEPRACOR INC COM 97,600.00 8,890,007.00 817523103 SEROLOGICALS CORP COM 68,000.00 2,333,823.00 81752M101 SERONO S A SPONSORED ADR 18,800.00 665,941.00 81788Q100 724 SOLUTIONS INC COM 1,288,418.00 8,021,245.00 82028K200 SHAW COMMUNICATIONS INC CL B CONV 32,200.00 1,087,716.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 824348106 SHERWIN WILLIAMS CO COM 19,167.00 841,409.00 82481R106 SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 138,800.00 8,109,444.00 826170102 SIEBEL SYS INC COM 314,050.00 14,027,072.00 826516106 SIERRA WIRELESS INC COM 425,926.00 12,777,782.00 826552101 SIGMA ALDRICH CORP COM 9,455.00 594,824.00 827064106 SILICON VY BANCSHARES COM 18,050.00 770,188.00 82929L109 SINGAPORE FD INC COM 90,000.00 739,895.00 83170A206 SMARTFORCE PUB LTD CO SPONSORED ADR 31,800.00 1,256,385.00 832110100 SMITH INTL INC COM 53,000.00 4,536,524.00 833034101 SNAP ON INC COM 5,377.00 288,918.00 834182107 SOLECTRON CORP COM 1,101,151.00 19,827,881.00 835433202 SONERA GROUP PLC SPONSORED ADR 500 3,879.06 835699307 SONY CORP ADR NEW 109,349.00 7,872,486.05 835916107 SONUS NETWORKS INC COM 120,700.00 890,163.00 842587107 SOUTHERN CO COM 80,353.00 3,251,626.00 844730101 SOUTHTRUST CORP COM 39,944.00 1,573,045.00 844741108 SOUTHWEST AIRLS CO COM 85,673.00 2,527,356.00 84476R109 SOUTHWEST BANCORPORATION TEX COM 5,650.00 273,012.00 846425882 SPANISH BROADCASTING SYS INC CL A 155,200.00 2,450,239.00 852061100 SPRINT CORP COM FON GROUP 975,260.00 31,261,128.00 852061506 SPRINT CORP PCS COM SER 1 295,272.00 11,505,634.00 854616109 STANLEY WKS COM 11,027.00 819,755.00 855030102 STAPLES INC COM 50,375.00 1,503,755.00 855244109 STARBUCKS CORP COM 123,900.00 3,767,790.97 85590A203 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 23,971.00 1,142,223.00 857477103 STATE STR CORP COM 218,570.00 18,230,449.00 86074Q102 STILLWATER MNG CO COM 287,000.00 8,475,672.00 860831106 STILWELL FINL INC COM 23,200.00 1,008,084.00 861642106 STONE ENERGY CORP COM 33,547.00 2,115,297.00 863667101 STRYKER CORP COM 22,550.00 2,101,149.00 866796105 SUN LIFE FINL SVCS CDA INC COM 13,837,046.00 745,555,455.75 866810104 SUN MICROSYSTEMS INC COM 582,443.00 11,473,230.67 867229106 SUNCOR ENERGY INC COM 8,510,492.00 445,949,788.20 867363103 SUNGARD DATA SYS INC COM 260,260.00 12,019,223.00 86764P109 SUNOCO INC COM 10,864.00 647,567.00 867914103 SUNTRUST BKS INC COM 32,474.00 3,250,303.00 868168105 SUPERIOR INDS INTL INC COM 37,450.00 2,406,236.00 868536103 SUPERVALU INC COM 15,153.00 535,062.00 871508107 SYMBOL TECHNOLOGIES INC COM 54,399.00 1,378,993.00 87155S108 SYMYX TECHNOLOGIES COM 178,350.00 6,047,114.00 87160A100 SYNGENTA AG SPONSORED ADR 324 5,482.41 87161C105 SYNOVUS FINL CORP COM 31,045.00 1,241,423.00 871630109 SYNTROLEUM CORP COM 135,000.00 1,530,075.00 871829107 SYSCO CORP COM 112,158.00 4,694,436.90 87236N102 TDC A/S SPONSORED ADR 55,600.00 1,562,097.00 872375100 TECO ENERGY INC COM 1,149,600.00 48,153,860.00 872540109 TJX COS INC NEW COM 84,748.00 5,392,464.00 87255E108 TLC LASER EYE CENTERS INC COM 973,755.00 5,689,201.00 872649108 TRW INC COM 14,077.00 832,342.00 872941109 TMP WORLDWIDE INC COM 139,050.00 9,522,452.00 873168108 TXU CORP COM 30,345.00 2,283,965.00 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 292,791.00 8,025,062.00 87425E103 TALISMAN ENERGY INC COM 4,407,169.00 425,570,672.50
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 87588Q109 TANOX INC COM 27,250.00 804,833.00 87612E106 TARGET CORP COM 884,164.00 57,938,401.00 878555101 TECHNITROL INC COM 79,400.00 3,500,779.00 879131100 TEKTRONIX INC COM 8,852.00 364,288.00 87923P105 TELE CENTRO OESTE CELULAR S A SPON ADR PFD 33,500.00 374,338.00 879246106 TELE NORTE LESTE PART S A SPON ADR PFD 37,936.00 946,530.00 879369106 TELEFLEX INC COM 22,700.00 1,714,349.00 879382208 TELEFONICA S A SPONSORED ADR 124,049.00 7,934,048.89 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 172,241.00 9,628,823.00 87959M109 TELIK INC COM 161,500.00 3,480,381.00 879664100 TELLABS INC COM 45,553.00 1,092,940.00 87971M202 TELUS CORP NON-VTG SHS 78 1,813.50 879868107 TEMPLE INLAND INC COM 6,425.00 581,844.00 88033G100 TENET HEALTHCARE CORP COM 190,197.00 17,828,312.00 880770102 TERADYNE INC COM 19,500.00 938,206.00 881624209 TEVA PHARMACEUTICAL INDS LTD ADR 45,467.00 4,473,104.00 882508104 TEXAS INSTRS INC COM 293,217.00 13,105,926.00 883203101 TEXTRON INC COM 16,310.00 1,079,453.00 883556102 THERMO ELECTRON CORP COM 20,228.00 770,449.00 886547108 TIFFANY & CO NEW COM 18,650.00 936,906.00 887100105 TIMBERLAND CO CL A 312,600.00 18,503,301.00 891027104 TORCHMARK CORP COM 13,216.00 829,745.00 891160509 TORONTO DOMINION BK ONT COM NEW 19,840,154.00 815,215,778.44 89151E109 TOTAL FINA ELF S A SPONSORED ADR 80,051.00 8,975,771.40 892335100 TOYS R US INC COM 21,585.00 714,630.00 89346D107 TRANSALTA CORP COM 5,100.00 110,160.00 893526103 TRANSCANADA PIPELINES LTD COM 17,779.00 353,268.73 893735100 TRANSKARYOTIC THERAPIES INC COM 11,400.00 778,877.00 89579K109 TRIAD HOSPITALS INC COM 86,331.00 4,044,785.00 89589H104 TRIANGLE PHARMACEUTICALS INC COM 182,500.00 1,168,228.00 895953107 TRICON GLOBAL RESTAURANTS COM 15,672.00 1,230,864.00 896047107 TRIBUNE CO NEW COM 34,475.00 2,059,893.00 89618L100 TRIGON HEALTHCARE INC COM 10,700.00 1,186,251.00 896263100 TRIMERIS INC COM 181,000.00 12,993,375.00 89677M106 TRITON PCS HLDGS INC CL A 2,223,571.00 103,957,454.98 898592506 TUBOS DE ACERO DE MEXICO S A ADR NEW 18,223.00 260,063.00 899165104 TULARIK INC COM 7,750.00 297,163.00 902124106 TYCO INTL LTD NEW COM 533,616.00 50,172,375.06 902911106 UST INC COM 55,431.00 3,097,001.00 902973304 US BANCORP DEL COM NEW 759,908.00 25,389,302.00 902984103 USA NETWORKS INC COM 65,450.00 2,853,329.00 90390U102 USA ED INC COM 18,150.00 2,434,332.00 903914109 ULTRA PETE CORP COM 1,933,110.00 18,792,925.00 90458E107 UNIBANCO-UNIAO DE BANCOS BRASLGDR REP PFD UT 17,884.00 636,634.00 904784709 UNILEVER N V N Y SHS NEW 77,311.00 7,109,837.38 907818108 UNION PAC CORP COM 28,535.00 2,596,410.00 908068109 UNION PLANTERS CORP COM 14,388.00 1,036,541.00 909214108 UNISYS CORP COM 128,506.00 2,572,418.00 911312106 UNITED PARCEL SERVICE INC CL B 6,750.00 587,247.00 913004107 UNITED STATIONERS INC COM 4,700.00 252,466.00 913017109 UNITED TECHNOLOGIES CORP COM 119,692.00 12,348,472.94 91324P102 UNITEDHEALTH GROUP INC COM 330,032.00 37,284,280.00 914906102 UNIVISION COMMUNICATIONS INC CL A 22,000.00 1,420,918.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 915289102 UNOCAL CORP COM 28,591.00 1,646,251.00 91529Y106 UNUMPROVIDENT CORP COM 29,184.00 1,235,023.00 918204108 V F CORP COM 13,686.00 852,262.00 919794107 VALLEY NATL BANCORP COM 5,220.00 274,566.00 922908769 VANGUARD INDEX TR STK MRK VIPERS 6,700.00 1,127,184.00 923436109 VERITAS SOFTWARE CO COM 227,053.00 16,244,996.00 92343E102 VERISIGN INC COM 374,535.00 22,743,298.00 92343V104 VERIZON COMMUNICATIONS COM 954,032.00 72,278,866.72 925314106 VERSICOR INC COM 133,700.00 4,343,265.00 92532F100 VERTEX PHARMACEUTICALS INC COM 141,571.00 5,557,166.00 925524308 VIACOM INC CL B 453,877.00 31,988,171.00 92552R109 VIAD CORP COM 50,450.00 1,907,056.00 928241108 VIROPHARMA INC COM 175,200.00 6,418,556.00 928298108 VISHAY INTERTECHNOLOGY INC COM 61,100.00 1,901,938.00 92829S104 VISIBLE GENETICS INC COM 19,000.00 338,181.00 92839U107 VISTEON CORP COM 11,813.00 283,615.00 928497106 VITESSE SEMICONDUCTOR CORP COM 21,020.00 417,085.00 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 688,354.00 28,218,074.36 92906P106 VOTORANTIM CELULOSE E PAPEL SA SPONSORED ADR 15,096.00 425,331.00 929160109 VULCAN MATLS CO COM 11,650.00 891,547.00 929236107 WD-40 CO COM 86,000.00 3,658,611.00 929309300 WPP GROUP PLC SPON ADR NEW 118,829.00 10,224,256.44 929903102 WACHOVIA CORP 2ND NEW COM 227,781.00 11,402,867.15 930059100 WADDELL & REED FINL INC CL A 184,700.00 9,493,870.00 931142103 WAL MART STORES INC COM 773,111.00 71,024,421.09 931422109 WALGREEN CO COM 174,902.00 9,397,869.29 939322103 WASHINGTON MUT INC COM 138,621.00 7,235,979.00 94106L109 WASTE MGMT INC DEL COM 98,290.00 5,006,759.00 941848103 WATERS CORP COM 269,050.00 16,642,755.00 942683103 WATSON PHARMACEUTICALS INC COM 142,185.00 7,124,684.00 94769M105 WEBMD CORP COM 23,230.00 261,803.00 948626106 WEIGHT WATCHERS INTL INC NEW COM 40,000.00 2,159,505.00 94973H108 WELLPOINT HEALTH NETWORK NEW COM 237,695.00 44,337,303.86 949746101 WELLS FARGO & CO NEW COM 1,149,702.00 79,748,115.83 950590109 WENDYS INTL INC COM 13,346.00 621,453.00 950813105 WESCAST INDS INC CL A SUB VTG 144,594.00 6,924,558.00 957090103 WESTAMERICA BANCORPORATION COM 5,150.00 325,307.00 95751D102 WESTCOAST ENERGY INC COM 7,580.00 319,876.00 95988E204 WESTERN WIRELESS CORP CL A 511,250.00 23,055,380.00 961548104 WESTVACO CORP COM 9,843.00 447,023.00 961815107 WESTWOOD ONE INC COM 39,700.00 1,904,388.00 962166104 WEYERHAEUSER CO COM 39,103.00 3,375,727.00 963320106 WHIRLPOOL CORP COM 7,568.00 885,897.00 966837106 WHOLE FOODS MKT INC COM 73,900.00 5,138,695.00 969133107 WILLAMETTE INDS INC COM 12,628.00 1,050,653.00 969455104 WILLIAMS COMMUNICATIONS GROUP CL A 300 1,125.41 969457100 WILLIAMS COS INC DEL COM 59,041.00 2,405,220.00 974280109 WINN DIXIE STORES INC COM 13,027.00 296,333.00 978150100 WOMEN FIRST HEALTHCARE COM 57,000.00 908,994.00 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 918,686.00 20,648,583.40 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 25 506.83 982526105 WRIGLEY WM JR CO COM 25,902.00 2,124,043.00 98385X106 XTO ENERGY CORP COM 18,600.00 519,603.00
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 98389B100 XCEL ENERGY INC COM 37,344.00 1,653,666.00 983919101 XILINX INC COM 159,567.00 9,946,829.00 984121103 XEROX CORP COM 75,232.00 1,251,384.52 984332106 YAHOO INC COM 61,700.00 1,747,267.00 988858106 ZALE CORP NEW COM 40,800.00 2,727,642.00 989139100 ZARLINK SEMICONDUCTOR INC COM 1,500.00 26,625.00 98956P102 ZIMMER HLDGS INC COM 23,561.00 1,148,653.00 989701107 ZIONS BANCORPORATION COM 11,550.00 969,445.00 D18190898 DEUTSCHE BANK AG NAMEN ORD 30,500.00 3,415,451.00 G0070K103 ACE LTD ORD 188,650.00 12,091,018.00 G02602103 AMDOCS LTD ORD 41,600.00 2,255,846.00 G37260109 GARMIN LTD ORD 30,000.00 1,021,008.00 G90078109 TRANSOCEAN SEDCO FOREX INC ORD 217,408.00 11,737,339.00 G98255105 XL CAP LTD CL A 31,550.00 4,601,252.00 L6388F102 MILLICOM INTL CELLULAR S A ORD 331,500.00 6,429,546.00 M22465104 CHECK POINT SOFTWARE TECH LTD ORD 593,440.00 37,788,650.00 M88258104 TTI TEAM TELECOM INTL LTD ORD 14,187.00 566,628.00 N07059111 ASML HLDG NV N Y SHS 112,900.00 3,072,832.00 Y2573F102 FLEXTRONICS INTL LTD ORD 444,600.00 17,026,298.00 00207Q202 AT & T CDA INC DEPS RCPT CL B -183,900.00 -8,743,379.28 1 008474108 AGNICO EAGLE MINES LTD COM 100,000.00 1,565,000.00 1 008474AA6 AGNICO EAGLE MINES LTD SRNT CONV 3.5%04 395,000.00 34,463,750.00 1 008916108 AGRIUM INC COM -454,975.00 -4,843,618.35 1 012873105 ALBERTA ENERGY LTD COM -10,300.00 -619,751.00 1 067901108 BARRICK GOLD CORP COM -745,290.00 -11,931,794.78 1 077914109 BELL CDA INTL INC COM -370,200.00 -470,154.00 1 13321L108 CAMECO CORP COM 0 0 1 15101Q108 CELESTICA INC SUB VTG SHS -75,665.00 -4,862,989.55 1 44779E106 HURRICANE HYDROCARBONS LTD CL A -4,250.00 -46,537.50 1 453258AH8 INCO LTD DEB CV 7.75%16 5,000.00 515,000.00 1 46612J101 JDS UNIPHASE CORP COM 68,100.00 942,320.13 1 56501R106 MANULIFE FINL CORP COM 100,000.00 4,134,000.00 1 59501T304 MICROCELL TELECOMMUNICATIONS CL B NON VTG 0 0 1 65334H102 NEXEN INC COM -16,700.00 -521,875.00 1 656568AA0 NORTEL NETWORKS CORP NEW GTD SR CV 144A08 16,000,000.00 1,550,080,000.00 1 69831A107 PANCANADIAN ENERGY CORP COM 140,020.00 5,742,220.20 1 71644E102 PETRO-CDA COM -17,800.00 -699,540.00 1 74022D100 PRECISION DRILLING CORP COM 0 0 1 82028K200 SHAW COMMUNICATIONS INC CL B CONV 66,500.00 2,246,370.00 1 87308K200 TVX GOLD INC COM NEW 6,551,326.00 4,389,388.42 1 87971M202 TELUS CORP NON-VTG SHS 1,000.00 22,900.00 1 88157K101 TESCO CORP COM -3,000.00 -39,720.00 1 95751D102 WESTCOAST ENERGY INC COM 367,934.00 15,490,021.40 1 000886101 A D C TELECOMMUNICATIONS COM 182,767.00 1,342,072.98 2 001055102 AFLAC INC COM 120,883.00 4,739,299.02 2 00130H105 AES CORP COM 123,402.00 3,220,775.65 2 001765106 AMR CORP COM 35,762.00 1,265,633.64 2 00184A105 AOL TIME WARNER INC COM 1,028,765.00 52,715,912.94 2 001957109 AT&T CORP COM 819,054.00 23,717,578.00 2 002824100 ABBOTT LABS COM 359,398.00 31,984,609.06 2 00724F101 ADOBE SYS INC COM 54,910.00 2,721,658.10 2 007903107 ADVANCED MICRO DEVICES INC COM 78,670.00 1,991,740.95 2 00817Y108 AETNA INC NEW COM 33,181.00 1,747,399.89 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 00846U101 AGILENT TECHNOLOGIES INC COM 106,637.00 4,853,171.68 2 009158106 AIR PRODS & CHEMS INC COM 52,626.00 3,940,817.41 2 013068101 ALBERTO CULVER CO CL B CONV 13,130.00 937,737.37 2 013104104 ALBERTSONS INC COM 94,006.00 4,725,510.73 2 013716105 ALCAN INC COM 74,282.00 4,260,507.41 2 013817101 ALCOA INC COM 196,614.00 11,157,696.99 2 017361106 ALLEGHENY ENERGY INC COM 28,949.00 1,673,796.02 2 01741R102 ALLEGHENY TECHNOLOGIES INC COM 18,580.00 496,799.37 2 018490102 ALLERGAN INC COM 30,369.00 3,638,326.82 2 019589308 ALLIED WASTE INDS INC COM PAR$.01NEW 45,597.00 1,023,392.22 2 020002101 ALLSTATE CORP COM 165,066.00 8,879,899.43 2 020039103 ALLTEL CORP COM 71,860.00 7,081,153.50 2 021441100 ALTERA CORP COM 89,169.00 3,020,506.64 2 023135106 AMAZON COM INC COM 2,000.00 34,544.41 2 023139108 AMBAC FINL GROUP INC COM 24,431.00 2,256,525.22 2 023551104 AMERADA HESS CORP COM 20,532.00 2,048,480.30 2 023608102 AMEREN CORP COM 31,860.00 2,151,328.14 2 025537101 AMERICAN ELEC PWR INC COM 74,597.00 5,183,588.87 2 025816109 AMERICAN EXPRESS CO COM 308,872.00 17,597,282.55 2 026375105 AMERICAN GREETINGS CORP CL A 14,701.00 323,382.57 2 026609107 AMERICAN HOME PRODS CORP COM 305,403.00 29,914,322.33 2 026874107 AMERICAN INTL GROUP INC COM 604,789.00 76,655,779.64 2 029066107 AMERICAN PWR CONVERSION CORP COM 45,266.00 1,044,866.80 2 031162100 AMGEN INC COM 242,036.00 21,806,576.59 2 032165102 AMSOUTH BANCORPORATION COM 84,363.00 2,545,272.81 2 032511107 ANADARKO PETE CORP COM 57,587.00 5,226,072.65 2 032654105 ANALOG DEVICES INC COM 83,750.00 5,934,586.71 2 034425108 ANDREW CORP COM 18,843.00 658,440.19 2 035229103 ANHEUSER BUSCH COS INC COM 204,707.00 14,773,647.07 2 037389103 AON CORP COM 62,324.00 3,533,855.56 2 037411105 APACHE CORP COM 31,736.00 2,526,964.56 2 037833100 APPLE COMPUTER INC COM 81,213.00 2,839,162.09 2 038020103 APPLERA CORP COM AP BIO GRP 49,062.00 3,075,577.45 2 038222105 APPLIED MATLS INC COM 188,966.00 12,096,188.94 2 03822W109 APPLIED MICRO CIRCUITS CORP COM 69,063.00 1,247,993.68 2 039483102 ARCHER DANIELS MIDLAND CO COM 153,092.00 3,506,912.39 2 044204105 ASHLAND INC COM 15,983.00 1,175,685.84 2 052769106 AUTODESK INC COM 12,686.00 754,752.60 2 053015103 AUTOMATIC DATA PROCESSING INC COM 142,743.00 13,421,177.93 2 053332102 AUTOZONE INC COM 24,957.00 2,860,469.64 2 053499109 AVAYA INC COM 66,414.00 1,288,120.33 2 053611109 AVERY DENNISON CORP COM 25,440.00 2,295,707.81 2 054303102 AVON PRODS INC COM 54,688.00 4,059,434.26 2 054937107 BB&T CORP COM 104,884.00 6,045,848.35 2 055921100 BMC SOFTWARE INC COM 56,537.00 1,477,413.14 2 057224107 BAKER HUGHES INC COM 77,755.00 4,526,730.17 2 058498106 BALL CORP COM 6,344.00 715,983.65 2 060505104 BANK OF AMERICA CORPORATION COM 364,223.00 36,600,213.67 2 064057102 BANK NEW YORK INC COM 170,491.00 11,104,068.71 2 06423A103 BANK ONE CORP COM 269,939.00 16,827,019.27 2 067383109 BARD C R INC COM 11,831.00 1,218,152.58 2 067901108 BARRICK GOLD CORP COM 124,085.00 3,159,370.01 2 071707103 BAUSCH & LOMB INC COM 12,413.00 746,238.39 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 071813109 BAXTER INTL INC COM 136,666.00 11,700,079.15 2 073902108 BEAR STEARNS COS INC COM 21,791.00 2,039,819.04 2 075887109 BECTON DICKINSON & CO COM 59,853.00 3,167,305.65 2 075896100 BED BATH & BEYOND INC COM 67,144.00 3,633,518.93 2 079860102 BELLSOUTH CORP COM 434,518.00 26,462,010.25 2 081437105 BEMIS INC COM 12,222.00 959,514.02 2 086516101 BEST BUY INC COM 48,814.00 5,803,695.04 2 089302103 BIG LOTS INC COM 26,352.00 437,489.30 2 090597105 BIOGEN INC COM 33,239.00 3,042,999.57 2 090613100 BIOMET INC COM 62,418.00 3,078,852.24 2 091797100 BLACK & DECKER CORP COM 18,471.00 1,112,494.14 2 093671105 BLOCK H & R INC COM 42,473.00 3,030,686.26 2 097023105 BOEING CO COM 193,878.00 12,002,089.33 2 097383103 BOISE CASCADE CORP COM 13,434.00 729,344.14 2 101137107 BOSTON SCIENTIFIC CORP COM 93,374.00 3,595,206.05 2 110122108 BRISTOL MYERS SQUIBB CO COM 448,919.00 36,547,584.76 2 111320107 BROADCOM CORP CL A 60,727.00 3,961,931.69 2 115637209 BROWN FORMAN CORP CL B 15,806.00 1,579,489.82 2 117043109 BRUNSWICK CORP COM 20,311.00 705,522.25 2 12189T104 BURLINGTON NORTHN SANTA FE CP COM 89,515.00 4,076,787.80 2 122014103 BURLINGTON RES INC COM 46,477.00 2,785,177.48 2 125509109 CIGNA CORP COM 33,481.00 4,951,814.46 2 125896100 CMS ENERGY CORP COM 30,784.00 1,180,862.52 2 126408103 CSX CORP COM 49,347.00 2,761,018.37 2 126650100 CVS CORP COM 90,466.00 4,274,621.03 2 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 44,000.00 3,332,801.23 2 12686C844 CABLEVISION SYS CORP CL A RAINB MED 24,000.00 946,299.73 2 131347106 CALPINE CORP COM 70,681.00 1,894,409.66 2 134429109 CAMPBELL SOUP CO COM 94,837.00 4,522,031.14 2 14040H105 CAPITAL ONE FINL CORP COM 49,742.00 4,283,859.43 2 14149Y108 CARDINAL HEALTH INC COM 104,380.00 10,773,914.18 2 143658102 CARNIVAL CORP COM 135,697.00 6,082,580.55 2 149123101 CATERPILLAR INC DEL COM 79,464.00 6,627,919.67 2 151313103 CENDANT CORP COM -32,785.00 -1,026,297.57 2 152312104 CENTEX CORP COM 14,066.00 1,281,891.23 2 156700106 CENTURYTEL INC COM 32,666.00 1,710,370.99 2 160903100 CHARTER ONE FINL INC COM 52,031.00 2,255,031.05 2 166764100 CHEVRONTEXACO CORP COM 246,962.00 35,327,030.23 2 170040109 CHIRON CORP COM 42,789.00 2,994,492.31 2 171232101 CHUBB CORP COM 39,307.00 4,329,517.59 2 171779101 CIENA CORP COM 75,743.00 1,730,225.29 2 172062101 CINCINNATI FINL CORP COM 37,394.00 2,277,282.90 2 172474108 CINERGY CORP COM 36,835.00 1,965,701.50 2 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 48,225.00 1,997,699.30 2 17275R102 CISCO SYS INC COM 1,701,532.00 49,190,256.88 2 172908105 CINTAS CORP COM 39,289.00 3,010,459.10 2 172967101 CITIGROUP INC COM 1,193,024.00 96,136,663.56 2 17453B101 CITIZENS COMMUNICATIONS CO COM 64,837.00 1,103,317.83 2 177376100 CITRIX SYS INC COM 43,457.00 1,571,955.21 2 184502102 CLEAR CHANNEL COMMUNICATIONS COM 138,354.00 11,243,857.58 2 189054109 CLOROX CO DEL COM 53,841.00 3,399,226.66 2 191216100 COCA COLA CO COM 575,688.00 43,330,070.24 2 191219104 COCA COLA ENTERPRISES INC COM 102,957.00 3,112,836.95 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 194162103 COLGATE PALMOLIVE CO COM 127,722.00 11,774,384.62 2 200300200 COMCAST CORP CL A SPL 218,750.00 12,571,036.33 2 200340107 COMERICA INC COM 41,226.00 3,770,911.50 2 204493100 COMPAQ COMPUTER CORP COM 392,161.00 6,109,908.95 2 204912109 COMPUTER ASSOC INTL INC COM 133,341.00 7,341,375.22 2 205363104 COMPUTER SCIENCES CORP COM 39,431.00 3,083,025.32 2 205638109 COMPUWARE CORP COM 86,088.00 1,620,231.02 2 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 42,941.00 1,533,411.29 2 205887102 CONAGRA FOODS INC COM 124,378.00 4,719,470.44 2 206197105 CONCORD EFS INC COM 116,617.00 6,102,268.79 2 207142100 CONEXANT SYSTEMS INC COM 58,989.00 1,352,215.76 2 208251504 CONOCO INC COM 144,799.00 6,541,427.27 2 208464107 CONSECO INC COM 79,805.00 568,179.39 2 209115104 CONSOLIDATED EDISON INC COM 49,133.00 3,165,519.25 2 210371100 CONSTELLATION ENERGY GROUP INC COM 37,899.00 1,606,248.72 2 212485106 CONVERGYS CORP COM 39,835.00 2,383,969.97 2 216669101 COOPER INDS INC COM 21,685.00 1,208,799.25 2 216831107 COOPER TIRE & RUBR CO COM 16,801.00 428,044.12 2 217016104 COORS ADOLPH CO CL B 8,362.00 712,806.97 2 219350105 CORNING INC COM 218,942.00 3,117,557.37 2 22160K105 COSTCO WHSL CORP NEW COM 104,689.00 7,416,668.51 2 222372104 COUNTRYWIDE CR INDS INC DEL COM 28,295.00 1,850,530.22 2 224399105 CRANE CO COM 13,813.00 565,361.92 2 231021106 CUMMINS INC COM 9,561.00 588,214.26 2 233331107 DTE ENERGY CO COM 37,654.00 2,520,925.80 2 235811106 DANA CORP COM 34,383.00 761,822.43 2 235851102 DANAHER CORP DEL COM 33,086.00 3,185,327.66 2 237194105 DARDEN RESTAURANTS INC COM 26,981.00 1,524,690.95 2 244199105 DEERE & CO COM 54,359.00 3,788,573.43 2 247025109 DELL COMPUTER CORP COM 604,215.00 26,215,700.95 2 247126105 DELPHI AUTOMOTIVE SYS CORP COM 129,694.00 2,828,076.18 2 247361108 DELTA AIR LINES INC DEL COM 28,531.00 1,332,636.90 2 248019101 DELUXE CORP COM 15,361.00 1,019,587.48 2 25179M103 DEVON ENERGY CORP NEW COM 29,172.00 1,799,849.63 2 254067101 DILLARDS INC CL A 19,379.00 494,962.01 2 254687106 DISNEY WALT CO COM DISNEY 471,938.00 15,609,723.77 2 256669102 DOLLAR GEN CORP COM 76,536.00 1,820,423.98 2 25746U109 DOMINION RES INC VA NEW COM 60,891.00 5,841,819.01 2 257867101 DONNELLEY R R & SONS CO COM 26,508.00 1,256,341.42 2 260003108 DOVER CORP COM 46,860.00 2,772,971.39 2 260543103 DOW CHEM CO COM 208,787.00 11,258,580.01 2 260561105 DOW JONES & CO INC COM 19,660.00 1,717,629.46 2 263534109 DU PONT E I DE NEMOURS & CO COM 237,325.00 16,104,791.76 2 264399106 DUKE ENERGY CORP COM 179,677.00 11,260,645.90 2 26816Q101 DYNEGY INC NEW CL A 81,239.00 3,306,932.03 2 268648102 E M C CORP MASS COM 512,904.00 11,004,134.09 2 26875P101 EOG RES INC COM 26,735.00 1,669,123.70 2 269246104 E TRADE GROUP INC COM 5,000.00 81,811.51 2 277432100 EASTMAN CHEM CO COM 17,851.00 1,111,911.79 2 277461109 EASTMAN KODAK CO COM 67,350.00 3,164,086.74 2 278058102 EATON CORP COM 16,043.00 1,905,624.85 2 278642103 EBAY INC COM -3,000.00 -320,381.84 2 278865100 ECOLAB INC COM 29,596.00 1,901,601.11 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 281020107 EDISON INTL COM 75,425.00 1,818,079.15 2 28336L109 EL PASO CORP COM 118,138.00 8,412,834.72 2 285661104 ELECTRONIC DATA SYS NEW COM 109,743.00 12,008,943.63 2 291011104 EMERSON ELEC CO COM 99,072.00 9,030,411.85 2 292845104 ENGELHARD CORP COM 30,048.00 1,327,706.79 2 29364G103 ENTERGY CORP NEW COM 51,171.00 3,194,715.87 2 294429105 EQUIFAX INC COM 33,539.00 1,292,967.96 2 294741103 EQUITY OFFICE PROPERTIES TRUST COM 95,918.00 4,605,729.90 2 29476L107 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 62,690.00 2,873,108.20 2 294821400 ERICSSON L M TEL CO ADR CL B SEK10 4,000.00 33,331.20 2 30161N101 EXELON CORP COM 74,284.00 5,677,667.33 2 30231G102 EXXON MOBIL CORP COM 1,583,582.00 99,346,741.27 2 302571104 FPL GROUP INC COM 40,714.00 3,665,585.85 2 307000109 FAMILY DLR STORES INC COM 39,908.00 1,909,906.52 2 313400301 FEDERAL HOME LN MTG CORP COM 160,907.00 16,798,604.50 2 313586109 FEDERAL NATL MTG ASSN COM 231,269.00 29,349,794.87 2 31410H101 FEDERATED DEPT STORES INC DEL COM 44,604.00 2,912,176.11 2 31428X106 FEDEX CORP COM 69,015.00 5,715,628.31 2 316773100 FIFTH THIRD BANCORP COM 133,763.00 13,095,723.12 2 319963104 FIRST DATA CORP COM 88,318.00 11,060,192.68 2 337738108 FISERV INC COM 43,328.00 2,927,081.54 2 337932107 FIRSTENERGY CORP COM 68,896.00 3,847,107.59 2 339030108 FLEETBOSTON FINL CORP COM 241,923.00 14,095,826.42 2 343412102 FLUOR CORP NEW COM 18,545.00 1,107,181.85 2 345370860 FORD MTR CO DEL COM PAR $0.01 419,217.00 10,519,908.12 2 345838106 FOREST LABS INC COM 41,198.00 5,389,464.43 2 349631101 FORTUNE BRANDS INC COM 34,398.00 2,173,898.25 2 354613101 FRANKLIN RES INC COM 60,374.00 3,399,193.83 2 35671D857 FREEPORT-MCMORAN COPPER & GOLD CL B 33,330.00 712,420.50 2 364730101 GANNETT INC COM 61,313.00 6,580,156.10 2 364760108 GAP INC DEL COM 199,653.00 4,442,824.24 2 367626108 GATEWAY INC COM 74,997.00 962,543.71 2 368710406 GENENTECH INC COM NEW -1,000.00 -86,600.47 2 369550108 GENERAL DYNAMICS CORP COM 46,713.00 5,938,674.61 2 369604103 GENERAL ELEC CO COM 2,250,189.00 143,968,416.96 2 370334104 GENERAL MLS INC COM 84,334.00 7,001,805.98 2 370442105 GENERAL MTRS CORP COM 128,599.00 9,976,871.53 2 372460105 GENUINE PARTS CO COM 40,099.00 2,349,200.72 2 372917104 GENZYME CORP COM GENL DIV 49,122.00 4,693,893.94 2 373298108 GEORGIA PAC CORP COM GA PAC GRP 53,192.00 2,344,408.28 2 375766102 GILLETTE CO COM 244,309.00 13,025,861.38 2 381317106 GOLDEN WEST FINL CORP DEL COM 36,489.00 3,427,906.34 2 382388106 GOODRICH CORP COM 23,599.00 1,002,818.12 2 382550101 GOODYEAR TIRE & RUBR CO COM 37,767.00 1,435,464.32 2 384802104 GRAINGER W W INC COM 21,656.00 1,659,357.64 2 390568103 GREAT LAKES CHEM CORP COM 11,618.00 450,298.58 2 401698105 GUIDANT CORP COM 70,544.00 5,608,025.03 2 404119109 HCA INC COM 119,229.00 7,335,236.67 2 406216101 HALLIBURTON CO COM 99,397.00 2,078,572.09 2 41014S106 HANCOCK JOHN FINL SVCS INC COM 69,143.00 4,558,466.73 2 412822108 HARLEY DAVIDSON INC COM 70,082.00 6,075,846.72 2 413619107 HARRAHS ENTMT INC COM 25,978.00 1,534,777.12 2 416515104 HARTFORD FINL SVCS GROUP INC COM 56,758.00 5,692,652.35 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 418056107 HASBRO INC COM 39,992.00 1,036,125.02 2 421924101 HEALTHSOUTH CORP COM 90,817.00 2,148,502.55 2 421933102 HEALTH MGMT ASSOC INC NEW CL A 56,760.00 1,667,173.23 2 423074103 HEINZ H J CO COM 81,058.00 5,320,709.02 2 427056106 HERCULES INC COM 25,118.00 400,964.18 2 427866108 HERSHEY FOODS CORP COM 31,395.00 3,392,889.18 2 428236103 HEWLETT PACKARD CO COM 449,116.00 14,725,819.93 2 432848109 HILTON HOTELS CORP COM 85,493.00 1,490,300.04 2 435569108 HOLLINGER INTL INC CL A 3,348,782.00 62,545,095.14 2 437076102 HOME DEPOT INC COM 542,483.00 44,173,516.75 2 438516106 HONEYWELL INTL INC COM 188,254.00 10,163,384.01 2 441815107 HOUSEHOLD INTL INC COM 105,961.00 9,800,428.36 2 444859102 HUMANA INC COM 39,053.00 735,002.35 2 444903108 HUMAN GENOME SCIENCES INC COM -1,000.00 -53,827.98 2 446150104 HUNTINGTON BANCSHARES INC COM 58,152.00 1,595,736.03 2 449934108 IMS HEALTH INC COM 68,412.00 2,130,640.00 2 450911102 ITT INDS INC IND COM 20,463.00 1,649,609.70 2 452308109 ILLINOIS TOOL WKS INC COM 70,533.00 7,624,824.02 2 452528102 IMMUNEX CORP NEW COM 125,081.00 5,532,843.54 2 453258402 INCO LTD COM 42,103.00 1,138,536.52 2 456866102 INGERSOLL-RAND CO COM 38,889.00 2,595,538.42 2 458140100 INTEL CORP COM 1,555,828.00 78,109,301.13 2 459200101 INTERNATIONAL BUSINESS MACHS COM 398,791.00 77,003,000.06 2 459506101 INTERNATIONAL FLAVORS&FRAGRANC COM 21,951.00 1,041,064.12 2 459902102 INTERNATIONAL GAME TECHNOLOGY COM 20,313.00 2,214,701.97 2 460146103 INTL PAPER CO COM 111,574.00 7,186,659.38 2 460690100 INTERPUBLIC GROUP COS INC COM 87,423.00 4,122,462.52 2 461202103 INTUIT COM 49,093.00 3,352,593.29 2 46612J101 JDS UNIPHASE CORP COM 307,362.00 4,258,831.11 2 46625H100 J P MORGAN CHASE & CO COM 438,747.00 25,458,868.29 2 466313103 JABIL CIRCUIT INC COM 45,639.00 1,655,255.22 2 475070108 JEFFERSON PILOT CORP COM 34,829.00 2,572,533.41 2 478160104 JOHNSON & JOHNSON COM 711,112.00 67,088,179.55 2 478366107 JOHNSON CTLS INC COM 20,206.00 2,604,614.17 2 480074103 JONES APPAREL GROUP INC COM 29,044.00 1,537,879.89 2 482480100 KLA-TENCOR CORP COM 42,902.00 3,394,136.90 2 482584109 K MART CORP COM 115,383.00 1,005,668.83 2 48666K109 KB HOME COM 11,649.00 745,681.79 2 487836108 KELLOGG CO COM 94,099.00 4,521,390.56 2 492386107 KERR MCGEE CORP COM 23,193.00 2,028,887.68 2 493267108 KEYCORP NEW COM 98,033.00 3,809,021.17 2 49337W100 KEYSPAN CORP COM 32,199.00 1,781,009.11 2 494368103 KIMBERLY CLARK CORP COM 121,573.00 11,605,365.88 2 49455P101 KINDER MORGAN INC KANS COM 25,842.00 2,297,332.51 2 495582108 KING PHARMACEUTICALS INC COM 56,864.00 3,824,277.38 2 499040103 KNIGHT RIDDER INC COM 19,467.00 2,017,738.83 2 500255104 KOHLS CORP COM 77,542.00 8,719,204.52 2 501044101 KROGER CO COM 185,963.00 6,195,402.29 2 502161102 LSI LOGIC CORP COM 84,927.00 2,139,307.93 2 524660107 LEGGETT & PLATT INC COM 45,486.00 1,670,037.03 2 524908100 LEHMAN BROS HLDGS INC COM 55,168.00 5,882,801.86 2 529771107 LEXMARK INTL NEW CL A 30,093.00 2,834,249.09 2 530129105 LIBERATE TECHNOLOGIES COM -1,452,500.00 -26,618,191.69 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 530436104 LIBERTY DIGITAL INC CL A 208,080.00 1,149,282.93 2 532457108 LILLY ELI & CO COM 264,254.00 33,130,881.11 2 532716107 LIMITED INC COM 99,220.00 2,331,457.76 2 534187109 LINCOLN NATL CORP IND COM 43,858.00 3,400,458.24 2 535678106 LINEAR TECHNOLOGY CORP COM 73,287.00 4,567,276.16 2 539320101 LIZ CLAIBORNE INC COM 12,179.00 967,219.93 2 539830109 LOCKHEED MARTIN CORP COM 101,980.00 7,597,545.81 2 540424108 LOEWS CORP COM 44,331.00 3,919,051.75 2 546347105 LOUISIANA PAC CORP COM 24,182.00 325,803.08 2 548661107 LOWES COS INC COM 179,254.00 13,280,087.70 2 549463107 LUCENT TECHNOLOGIES INC COM 797,880.00 8,011,406.04 2 55262C100 MBIA INC COM 34,357.00 2,941,328.63 2 55262L100 MBNA CORP COM 197,187.00 11,080,043.42 2 552848103 MGIC INVT CORP WIS COM 24,814.00 2,444,799.31 2 564055101 MANOR CARE INC NEW COM 23,698.00 896,940.78 2 571748102 MARSH & MCLENNAN COS INC COM 63,580.00 10,905,547.22 2 571903202 MARRIOTT INTL INC NEW CL A 55,787.00 3,620,045.89 2 574599106 MASCO CORP COM 106,239.00 4,154,995.69 2 577081102 MATTEL INC COM 99,923.00 2,743,559.80 2 57772K101 MAXIM INTEGRATED PRODS INC COM 74,763.00 6,266,849.39 2 577778103 MAY DEPT STORES CO COM 69,266.00 4,088,909.84 2 578592107 MAYTAG CORP COM 17,770.00 880,216.94 2 580037109 MCDERMOTT INTL INC COM 14,280.00 279,700.53 2 580135101 MCDONALDS CORP COM 297,580.00 12,574,137.35 2 580645109 MCGRAW HILL COS INC COM 44,749.00 4,356,034.13 2 58155Q103 MCKESSON CORP COM 66,204.00 3,952,540.71 2 582834107 MEAD CORP COM 22,984.00 1,133,349.98 2 584699102 MEDIMMUNE INC COM 49,551.00 3,666,255.11 2 585055106 MEDTRONIC INC COM 280,260.00 22,910,597.34 2 58551A108 MELLON FINL CORP COM 108,304.00 6,504,049.04 2 589331107 MERCK & CO INC COM 528,595.00 49,615,902.56 2 589405109 MERCURY INTERACTIVE CORP COM 19,149.00 1,038,699.67 2 589433101 MEREDITH CORP COM 11,417.00 649,728.71 2 590188108 MERRILL LYNCH & CO INC COM 195,923.00 16,300,853.65 2 59156R108 METLIFE INC COM 167,785.00 8,485,136.33 2 594918104 MICROSOFT CORP COM 1,418,802.00 150,047,303.01 2 595112103 MICRON TECHNOLOGY INC COM 138,733.00 6,865,339.06 2 601073109 MILLIPORE CORP COM 11,053.00 1,070,999.78 2 604059105 MINNESOTA MNG & MFG CO COM 90,768.00 17,128,033.46 2 604675108 MIRANT CORP COM 92,742.00 2,371,698.55 2 608554101 MOLEX INC COM 45,304.00 2,238,297.04 2 615369105 MOODYS CORP COM 36,114.00 2,297,912.07 2 617446448 MORGAN STANLEY DEAN WITTER&CO COM NEW 253,891.00 22,672,023.72 2 620076109 MOTOROLA INC COM 517,258.00 12,402,169.66 2 629568106 NABORS INDS INC COM 32,611.00 1,787,139.44 2 635405103 NATIONAL CITY CORP COM 140,290.00 6,548,240.21 2 637640103 NATIONAL SEMICONDUCTOR CORP COM 40,724.00 2,001,615.41 2 64120L104 NETWORK APPLIANCE INC COM 76,657.00 2,676,215.74 2 650111107 NEW YORK TIMES CO CL A 35,095.00 2,422,991.43 2 651229106 NEWELL RUBBERMAID INC COM 61,734.00 2,716,950.35 2 651639106 NEWMONT MINING CORP COM 45,382.00 1,384,410.35 2 65332V103 NEXTEL COMMUNICATIONS INC CL A 184,808.00 3,233,343.46 2 653520106 NIAGARA MOHAWK HLDGS INC COM 37,095.00 1,049,892.01 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 654086107 NICOR INC COM 10,367.00 689,103.31 2 654106103 NIKE INC CL B 62,186.00 5,582,882.06 2 65473P105 NISOURCE INC COM 47,872.00 1,762,225.15 2 654902204 NOKIA CORP SPONSORED ADR -137,000.00 -5,364,615.92 2 655042109 NOBLE DRILLING CORP COM 30,616.00 1,663,636.80 2 655664100 NORDSTROM INC COM 31,115.00 1,004,815.23 2 655844108 NORFOLK SOUTHERN CORP COM 89,250.00 2,611,507.09 2 656568102 NORTEL NETWORKS CORP NEW COM 740,984.00 8,871,368.37 2 665859104 NORTHERN TR CORP COM 51,420.00 4,943,031.10 2 666807102 NORTHROP GRUMMAN CORP COM 25,565.00 4,114,053.46 2 670006105 NOVELL INC COM 83,845.00 614,342.24 2 670008101 NOVELLUS SYS INC COM 33,178.00 2,089,381.43 2 670346105 NUCOR CORP COM 18,007.00 1,522,333.70 2 67066G104 NVIDIA CORP COM 33,469.00 3,574,286.60 2 674599105 OCCIDENTAL PETE CORP DEL COM 86,487.00 3,662,761.17 2 676220106 OFFICE DEPOT INC COM 71,065.00 2,103,226.33 2 681919106 OMNICOM GROUP INC COM 43,024.00 6,136,572.38 2 683718100 OPENWAVE SYS INC COM 1,000.00 15,627.99 2 68389X105 ORACLE CORP COM 1,287,527.00 28,383,800.32 2 69331C108 PG&E CORP COM 89,651.00 2,753,472.38 2 69344F106 PMC-SIERRA INC COM 38,216.00 1,296,967.24 2 693475105 PNC FINL SVCS GROUP INC COM 65,761.00 5,899,636.36 2 693506107 PPG INDS INC COM 38,978.00 3,218,092.97 2 69351T106 PPL CORP COM 33,903.00 1,886,085.74 2 693718108 PACCAR INC COM 17,765.00 1,860,895.38 2 695257105 PACTIV CORP COM 36,880.00 1,044,984.36 2 696429307 PALL CORP COM 28,276.00 1,086,010.73 2 696642107 PALM INC COM 132,993.00 823,722.69 2 699173100 PARAMETRIC TECHNOLOGY CORP COM 60,778.00 757,736.06 2 701094104 PARKER HANNIFIN CORP COM 27,150.00 1,989,746.03 2 704326107 PAYCHEX INC COM 86,650.00 4,820,497.57 2 708160106 PENNEY J C INC COM 61,073.00 2,622,539.59 2 711030106 PEOPLES ENERGY CORP COM 8,195.00 496,194.93 2 712713106 PEOPLESOFT INC COM 70,115.00 4,499,430.11 2 713409100 PEPSI BOTTLING GROUP INC COM 65,719.00 2,465,354.22 2 713448108 PEPSICO INC COM 405,031.00 31,481,002.79 2 714046109 PERKINELMER INC COM 28,518.00 1,594,247.43 2 717081103 PFIZER INC COM 1,455,376.00 92,581,466.06 2 71713U102 PHARMACIA CORP COM 300,499.00 20,458,914.42 2 717265102 PHELPS DODGE CORP COM 18,219.00 942,301.90 2 718154107 PHILIP MORRIS COS INC COM 501,589.00 36,711,984.63 2 718507106 PHILLIPS PETE CO COM 88,267.00 8,490,788.30 2 723484101 PINNACLE WEST CAP CORP COM 19,595.00 1,309,065.11 2 724479100 PITNEY BOWES INC COM 56,451.00 3,389,186.69 2 725906101 PLACER DOME INC COM 76,012.00 1,323,815.40 2 739308104 POWER-ONE INC COM 18,253.00 303,323.11 2 74005P104 PRAXAIR INC COM 37,236.00 3,284,095.84 2 74144T108 PRICE T ROWE GROUP INC COM 28,581.00 1,584,538.23 2 742718109 PROCTER & GAMBLE CO COM 287,937.00 36,371,328.16 2 743263105 PROGRESS ENERGY INC COM 50,638.00 3,639,980.11 2 743315103 PROGRESSIVE CORP OHIO COM 16,971.00 4,044,713.46 2 74406A102 PROVIDIAN FINL CORP COM 65,796.00 372,862.21 2 744573106 PUBLIC SVC ENTERPRISE GROUP COM 48,030.00 3,234,764.22 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 745867101 PULTE HOMES INC COM 13,641.00 972,708.43 2 747277101 QLOGIC CORP COM 21,449.00 1,524,000.69 2 747525103 QUALCOMM INC COM 175,463.00 14,144,820.73 2 748767100 QUINTILES TRANSNATIONAL CORP COM 27,690.00 709,444.64 2 749121109 QWEST COMMUNICATIONS INTL INC COM 385,435.00 8,693,883.77 2 750438103 RADIOSHACK CORP COM 41,494.00 1,993,757.42 2 755111507 RAYTHEON CO COM NEW 90,498.00 4,690,744.62 2 758110100 REEBOK INTL LTD COM 13,635.00 576,795.06 2 758940100 REGIONS FINL CORP COM 52,650.00 2,516,347.93 2 75952J108 RELIANT ENERGY INC COM 69,022.00 2,922,009.19 2 770323103 ROBERT HALF INTL INC COM 40,601.00 1,730,487.68 2 773903109 ROCKWELL INTL CORP NEW COM 42,548.00 1,213,056.77 2 774341101 ROCKWELL COLLINS INC COM 42,512.00 1,323,325.46 2 775371107 ROHM & HAAS CO COM 51,019.00 2,820,362.64 2 779382100 ROWAN COS INC COM 21,701.00 671,011.38 2 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 491,704.00 38,476,677.86 2 783549108 RYDER SYS INC COM 14,044.00 496,575.25 2 78387G103 SBC COMMUNICATIONS INC COM 778,202.00 48,659,364.57 2 78462F103 SPDR TR UNIT SER 1 53,641.00 9,781,322.12 2 785905100 SABRE HLDGS CORP CL A 30,901.00 2,089,038.62 2 786429100 SAFECO CORP COM 29,579.00 1,470,828.57 2 786514208 SAFEWAY INC COM NEW 116,190.00 7,743,650.63 2 790849103 ST JUDE MED INC COM 20,154.00 2,498,177.16 2 792860108 ST PAUL COS INC COM 48,015.00 3,370,186.37 2 800907107 SANMINA SCI CORP COM 120,589.00 3,830,727.76 2 803062108 SAPIENT CORP COM 29,248.00 360,440.84 2 803111103 SARA LEE CORP COM 181,340.00 6,435,074.71 2 806605101 SCHERING PLOUGH CORP COM 338,936.00 19,375,036.97 2 806857108 SCHLUMBERGER LTD COM 133,279.00 11,690,953.72 2 808513105 SCHWAB CHARLES CORP NEW COM 321,380.00 7,936,512.04 2 808655104 SCIENTIFIC ATLANTA INC COM 36,177.00 1,382,538.44 2 81211K100 SEALED AIR CORP NEW COM 19,382.00 1,262,967.31 2 812387108 SEARS ROEBUCK & CO COM 74,681.00 5,679,399.21 2 816851109 SEMPRA ENERGY COM 47,966.00 1,879,773.48 2 824348106 SHERWIN WILLIAMS CO COM 35,754.00 1,569,559.73 2 826170102 SIEBEL SYS INC COM 107,037.00 4,780,817.41 2 826552101 SIGMA ALDRICH CORP COM 16,983.00 1,068,418.41 2 833034101 SNAP ON INC COM 13,404.00 720,226.42 2 834182107 SOLECTRON CORP COM 189,970.00 3,420,697.27 2 842587107 SOUTHERN CO COM 160,923.00 6,512,033.16 2 844730101 SOUTHTRUST CORP COM 79,331.00 3,124,155.18 2 844741108 SOUTHWEST AIRLS CO COM 177,178.00 5,226,756.66 2 852061100 SPRINT CORP COM FON GROUP 205,364.00 6,582,767.89 2 852061506 SPRINT CORP PCS COM SER 1 228,188.00 8,891,624.23 2 854616109 STANLEY WKS COM 19,760.00 1,468,972.61 2 855030102 STAPLES INC COM 106,864.00 3,190,021.07 2 855244109 STARBUCKS CORP COM 88,267.00 2,684,193.78 2 85590A203 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 45,779.00 2,181,379.14 2 857477103 STATE STR CORP COM 75,323.00 6,282,527.86 2 860831106 STILWELL FINL INC COM 51,239.00 2,226,431.23 2 863667101 STRYKER CORP COM 45,515.00 4,240,965.70 2 866810104 SUN MICROSYSTEMS INC COM 756,430.00 14,852,322.65 2 86764P109 SUNOCO INC COM 18,196.00 1,084,602.90 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 867914103 SUNTRUST BKS INC COM 66,860.00 6,691,976.89 2 868536103 SUPERVALU INC COM 30,859.00 1,089,651.17 2 871508107 SYMBOL TECHNOLOGIES INC COM 52,871.00 1,340,258.41 2 87161C105 SYNOVUS FINL CORP COM 67,435.00 2,696,581.88 2 871829107 SYSCO CORP COM 154,299.00 6,458,271.79 2 872375100 TECO ENERGY INC COM 32,305.00 1,353,175.40 2 872540109 TJX COS INC NEW COM 63,139.00 4,017,496.55 2 872649108 TRW INC COM 29,235.00 1,728,600.34 2 872941109 TMP WORLDWIDE INC COM 25,592.00 1,752,596.90 2 873168108 TXU CORP COM 61,372.00 4,619,260.90 2 879131100 TEKTRONIX INC COM 21,298.00 876,480.49 2 879664100 TELLABS INC COM 84,912.00 2,027,781.62 2 879868107 TEMPLE INLAND INC COM 11,425.00 1,034,640.59 2 88033G100 TENET HEALTHCARE CORP COM 75,348.00 7,062,822.55 2 880770102 TERADYNE INC COM 41,865.00 2,014,256.91 2 882508104 TEXAS INSTRS INC COM 401,504.00 17,946,031.54 2 883203101 TEXTRON INC COM 32,700.00 2,164,200.88 2 883556102 THERMO ELECTRON CORP COM 41,159.00 1,567,674.06 2 884315102 THOMAS & BETTS CORP COM 13,461.00 454,473.13 2 886547108 TIFFANY & CO NEW COM 33,816.00 1,698,789.22 2 891027104 TORCHMARK CORP COM 28,746.00 1,804,770.10 2 892335100 TOYS R US INC COM 45,959.00 1,521,597.69 2 895953107 TRICON GLOBAL RESTAURANTS COM 33,764.00 2,651,792.35 2 896047107 TRIBUNE CO NEW COM 68,963.00 4,120,562.37 2 899896104 TUPPERWARE CORP COM 13,455.00 413,461.38 2 902124106 TYCO INTL LTD NEW COM 461,867.00 43,426,291.90 2 902905827 USX MARATHON GROUP COM NEW 71,625.00 3,430,097.06 2 902911106 UST INC COM 38,293.00 2,139,478.64 2 902973304 US BANCORP DEL COM NEW 451,630.00 15,089,419.42 2 90337T101 USX-U S STL COM 20,649.00 596,950.05 2 90390U102 USA ED INC COM 36,292.00 4,867,591.21 2 904784709 UNILEVER N V N Y SHS NEW 132,320.00 12,168,691.65 2 907818108 UNION PAC CORP COM 57,506.00 5,232,491.54 2 908068109 UNION PLANTERS CORP COM 31,803.00 2,291,152.21 2 909214108 UNISYS CORP COM 73,873.00 1,478,780.76 2 911905107 US AIRWAYS GROUP INC COM 15,771.00 159,613.28 2 913017109 UNITED TECHNOLOGIES CORP COM 108,467.00 11,190,572.46 2 91324P102 UNITEDHEALTH GROUP INC COM 119,177.00 13,463,629.86 2 914906102 UNIVISION COMMUNICATIONS INC CL A 48,635.00 3,141,198.04 2 915289102 UNOCAL CORP COM 56,484.00 3,252,311.28 2 91529Y106 UNUMPROVIDENT CORP COM 56,035.00 2,371,317.05 2 918204108 V F CORP COM 25,689.00 1,599,718.87 2 923436109 VERITAS SOFTWARE CO COM 92,802.00 6,641,200.53 2 92343V104 VERIZON COMMUNICATIONS COM 611,396.00 46,320,244.81 2 925524308 VIACOM INC CL B 410,528.00 28,933,036.20 2 92839U107 VISTEON CORP COM 30,180.00 724,582.08 2 928497106 VITESSE SEMICONDUCTOR CORP COM 44,100.00 875,044.70 2 929160109 VULCAN MATLS CO COM 23,450.00 1,794,574.10 2 931142103 WAL MART STORES INC COM 1,031,816.00 94,791,218.31 2 931422109 WALGREEN CO COM 236,148.00 12,688,751.80 2 939322103 WASHINGTON MUT INC COM 202,770.00 10,584,539.62 2 94106L109 WASTE MGMT INC DEL COM 145,336.00 7,403,217.80 2 941848103 WATERS CORP COM 30,281.00 1,873,106.36 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 942683103 WATSON PHARMACEUTICALS INC COM 24,647.00 1,235,025.43 2 94973H108 WELLPOINT HEALTH NETWORK NEW COM 14,762.00 2,753,559.32 2 949746101 WELLS FARGO & CO NEW COM 393,441.00 27,289,144.13 2 950590109 WENDYS INTL INC COM 24,208.00 1,127,238.62 2 961548104 WESTVACO CORP COM 23,682.00 1,075,526.63 2 962166104 WEYERHAEUSER CO COM 50,062.00 4,321,807.29 2 963320106 WHIRLPOOL CORP COM 15,492.00 1,813,467.15 2 969133107 WILLAMETTE INDS INC COM 25,437.00 2,116,366.20 2 969457100 WILLIAMS COS INC DEL COM 119,307.00 4,860,345.19 2 974280109 WINN DIXIE STORES INC COM 32,539.00 740,183.82 2 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 688,787.00 15,481,324.56 2 981811102 WORTHINGTON INDS INC COM 19,768.00 448,096.55 2 982526105 WRIGLEY WM JR CO COM 52,138.00 4,275,475.80 2 98389B100 XCEL ENERGY INC COM 79,990.00 3,542,115.13 2 983919101 XILINX INC COM 77,327.00 4,820,285.02 2 984121103 XEROX CORP COM 166,677.00 2,772,451.22 2 984332106 YAHOO INC COM 231,865.00 6,566,127.80 2 98956P102 ZIMMER HLDGS INC COM 44,867.00 2,187,341.45 2 989701107 ZIONS BANCORPORATION COM 21,239.00 1,782,687.28 2 G90078109 TRANSOCEAN SEDCO FOREX INC ORD 73,795.00 3,984,015.87 2 G98255105 XL CAP LTD CL A 30,712.00 4,479,037.61 2 013104104 ALBERTSONS INC COM 220,000.00 11,058,999.98 3 019228402 ALLIED IRISH BKS P L C SPON ADR ORD 330,000.00 12,168,763.37 3 060505104 BANK OF AMERICA CORPORATION COM 117,000.00 11,757,151.66 3 064057102 BANK NEW YORK INC COM 138,000.00 8,987,931.64 3 126650100 CVS CORP COM 120,000.00 5,670,136.08 3 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 150,000.00 6,213,683.85 3 172967101 CITIGROUP INC COM 310,000.00 24,980,524.64 3 189054109 CLOROX CO DEL COM 60,000.00 3,788,072.21 3 204493100 COMPAQ COMPUTER CORP COM 120,000.00 1,869,612.46 3 205638109 COMPUWARE CORP COM 115,000.00 2,164,373.28 3 209115104 CONSOLIDATED EDISON INC COM 400,000.00 25,771,023.95 3 247025109 DELL COMPUTER CORP COM 75,000.00 3,254,102.58 3 291011104 EMERSON ELEC CO COM 20,000.00 1,822,999.76 3 337932107 FIRSTENERGY CORP COM 331,701.00 18,521,966.71 3 372460105 GENUINE PARTS CO COM 250,000.00 14,646,255.33 3 375766102 GILLETTE CO COM 77,000.00 4,105,421.30 3 401698105 GUIDANT CORP COM 100,000.00 7,949,683.81 3 404119109 HCA INC COM 369,300.00 22,720,168.48 3 549463107 LUCENT TECHNOLOGIES INC COM 125,000.00 1,257,103.67 3 57685P304 MATRIXONE INC COM 35,979.00 634,158.31 3 620076109 MOTOROLA INC COM 100,000.00 2,397,675.83 3 67019E107 NSTAR COM 395,000.00 28,280,041.82 3 737679100 POTOMAC ELEC PWR CO COM 670,000.00 24,139,422.44 3 74144T108 PRICE T ROWE GROUP INC COM 1,400,000.00 77,616,370.85 3 759930100 RENAL CARE GROUP INC COM 325,000.00 16,653,629.24 3 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 579,100.00 20,060,134.16 3 857477103 STATE STR CORP COM 130,000.00 10,843,017.69 3 86074Q102 STILLWATER MNG CO COM 140,000.00 4,134,474.17 3 872375100 TECO ENERGY INC COM 773,000.00 32,379,030.43 3 902973304 US BANCORP DEL COM NEW 63,250.00 2,113,247.11 3 949746101 WELLS FARGO & CO NEW COM 248,000.00 17,209,246.38 3 000886101 A D C TELECOMMUNICATIONS COM 9,592.00 70,270.61 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 000912105 ACM INCOME FUND INC COM 1,600.00 18,601.57 4 001055102 AFLAC INC COM 1,700.00 66,494.24 4 001547108 AK STL HLDG CORP COM 19,145.00 346,979.92 4 001765106 AMR CORP COM 200 7,103.00 4 00184A105 AOL TIME WARNER INC COM 117,032.00 5,982,963.74 4 001941103 ATI TECHNOLOGIES INC COM 81,845.00 1,645,084.50 4 001957109 AT&T CORP COM 29,324.00 847,163.44 4 002050102 ASA LTD COM 500 15,926.00 4 00207Q202 AT & T CDA INC DEPS RCPT CL B 305 14,691.85 4 00209A106 AT&T WIRELESS SVCS INC COM 94,671.00 2,166,608.51 4 002824100 ABBOTT LABS COM 96,959.00 8,608,742.36 4 002893105 ABER DIAMOND CORP COM 694,200.00 13,918,710.00 4 002896207 ABERCROMBIE & FITCH CO CL A 100 4,225.17 4 003009107 ABERDEEN ASIA PACIFIC INCOM FD COM 1,008.00 6,164.51 4 003924107 ABITIBI-CONSOLIDATED INC COM 123,411.00 1,435,269.93 4 004930202 ACTIVISION INC NEW COM NEW 750 31,067.64 4 00508Y102 ACUITY BRANDS INC COM 300 5,781.14 4 007094105 ADMINISTAFF INC COM 1,500.00 65,479.75 4 00724F101 ADOBE SYS INC COM 720 25,995.38 4 00757V106 ADVANCED SWITCHING COMMUNICATI COM 2,000.00 3,567.42 4 007903107 ADVANCED MICRO DEVICES INC COM 2,030.00 51,275.03 4 007924103 AEGON N V ORD AMER REG 2,148.00 91,577.62 4 00817Y108 AETNA INC NEW COM 1,100.00 42,196.55 4 00826T108 AFFYMETRIX INC COM 400 24,048.26 4 00845V100 AGERE SYS INC CL A 64,350.00 583,132.88 4 00846U101 AGILENT TECHNOLOGIES INC COM 1,423.00 64,611.35 4 008474108 AGNICO EAGLE MINES LTD COM 1.14 17.95 4 008911307 AIR CDA INC CL A NON VTG 118 416.54 4 008916108 AGRIUM INC COM 31,973.00 538,745.05 4 009158106 AIR PRODS & CHEMS INC COM 12,700.00 948,802.60 4 012873105 ALBERTA ENERGY LTD COM 388,994.65 23,405,808.02 4 013068200 ALBERTO CULVER CO CL A 2,100.00 130,734.94 4 013104104 ALBERTSONS INC COM 14,710.00 737,720.83 4 013716105 ALCAN INC COM 194,029.53 11,088,787.92 4 013817101 ALCOA INC COM 2,205.00 124,840.33 4 013904305 ALCATEL SPONSORED ADR 8,298.00 218,714.78 4 017361106 ALLEGHENY ENERGY INC COM 2,000.00 115,367.94 4 018490102 ALLERGAN INC COM 200 17,453.48 4 018522102 ALLETE INC COM 550 22,073.44 4 01853E204 ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG 1,550.00 27,869.00 4 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 3,300.00 253,949.63 4 018773309 ALLIANCE PHARMACEUTICAL CORP COM NEW 40 216.59 4 020002101 ALLSTATE CORP COM 19,200.00 1,030,475.90 4 020039103 ALLTEL CORP COM 4,923.00 483,986.03 4 020753109 ALPHA INDS INC COM 400 10,139.52 4 021244108 ALSTOM SPONSORED ADR 2,300.00 41,574.82 4 023551104 AMERADA HESS CORP COM 900 89,583.75 4 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 23,000.00 520,977.60 4 025537101 AMERICAN ELEC PWR INC COM 3,360.00 232,934.95 4 02553E106 AMERICAN EAGLE OUTFITTERS NEW COM 600 18,258.12 4 025816109 AMERICAN EXPRESS CO COM 151,130.00 8,590,213.18 4 026609107 AMERICAN HOME PRODS CORP COM 52,659.00 5,145,939.43 4 026874107 AMERICAN INTL GROUP INC COM 30,185.00 3,816,966.90 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 029066107 AMERICAN PWR CONVERSION CORP COM 21,950.00 505,486.46 4 029712106 AMERICAN STD COS INC DEL COM 18,170.00 1,974,408.49 4 030411102 AMERICAN WTR WKS INC COM 26,250.00 1,745,390.06 4 03072H109 AMERITRADE HLDG CORP CL A 800 7,542.55 4 03073E105 AMERISOURCEBERGEN CORP COM 13,150.00 1,330,907.95 4 031162100 AMGEN INC COM 5,588.00 502,284.89 4 032037103 AMPCO-PITTSBURGH CORP COM 10,000.00 171,204.50 4 03232P405 AMSURG CORP COM 800 34,629.49 4 03235E100 AMVESCAP PLC SPONSORED ADR 2,763.00 127,698.27 4 032511107 ANADARKO PETE CORP COM 1,840.00 166,592.33 4 032654105 ANALOG DEVICES INC COM 650 45,952.08 4 034918102 ANGIOTECH PHARMACEUTICALS INC COM 13,400.00 1,192,600.00 4 035229103 ANHEUSER BUSCH COS INC COM 56,268.00 4,051,377.36 4 036916104 ANSWERTHINK INC COM 2,500.00 25,999.20 4 037032109 ANTIGENICS INC DEL COM 1,500.00 39,177.96 4 037411105 APACHE CORP COM 1,865.00 148,153.53 4 037604105 APOLLO GROUP INC CL A 750 53,762.19 4 037833100 APPLE COMPUTER INC COM 400 13,951.18 4 038188108 APPLIED DIGITAL SOLUTIONS COM 28 19.17 4 038222105 APPLIED MATLS INC COM 7,375.00 470,991.54 4 039483102 ARCHER DANIELS MIDLAND CO COM 41,748.00 954,100.86 4 04033V104 ARIBA INC COM 11,600.00 113,800.83 4 042260109 ARMOR HOLDINGS INC COM 1,100.00 47,282.70 4 042735100 ARROW ELECTRS INC COM 400 19,047.50 4 043127109 ARTESYN TECHNOLOGIES INC COM 1,700.00 25,206.08 4 04516X106 ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 4,100.00 107,086.42 4 045327103 ASPEN TECHNOLOGY INC COM 1,000.00 26,755.68 4 049079205 ATLANTIC TELE NETWORK INC COM NEW 200 4,507.06 4 049164106 ATLAS AIR WORLDWIDE HLDGS INC COM 1,200.00 27,997.91 4 053015103 AUTOMATIC DATA PROCESSING INC COM 200 18,760.83 4 053499109 AVAYA INC COM 49,045.00 949,025.16 4 053561106 AVENTIS SPONSORED ADR 1,300.00 146,996.98 4 053762100 AVIRON COM 500 39,600.00 4 053807103 AVNET INC COM 1,400.00 56,788.93 4 053893103 AVOCENT CORP COM 700 27,034.38 4 054303102 AVON PRODS INC COM 3,400.00 251,790.06 4 054536107 AXA SPONSORED ADR 12,500.00 418,455.65 4 054540109 AXCELIS TECHNOLOGIES INC COM 2,600.00 53,374.40 4 054774104 AZCO MNG INC DEL COM 1,000.00 865 4 05534B109 BCE INC COM 2,019,845.94 72,734,652.23 4 055434203 BG PLC ADR FIN INST N 800 26,309.75 4 055622104 BP PLC SPONSORED ADR 33,704.00 2,496,516.82 4 055630107 BP PRUDHOE BAY RTY TR UNIT BEN INT 2,000.00 47,332.07 4 05577E101 BT GROUP PLC ADR 400 23,411.22 4 055921100 BMC SOFTWARE INC COM 1,100.00 28,677.95 4 057224107 BAKER HUGHES INC COM 29,860.00 1,734,332.16 4 05858H104 BALLARD PWR SYS INC COM 8,900.00 419,724.00 4 05873K108 BALLY TOTAL FITNESS HLDG CORP COM 600 20,601.87 4 060505104 BANK OF AMERICA CORPORATION COM 40,201.00 4,030,317.89 4 063671101 BANK MONTREAL QUE COM 1,951,016.01 70,041,474.83 4 064057102 BANK NEW YORK INC COM 25,582.00 1,662,269.24 4 06423A103 BANK ONE CORP COM 34,647.00 2,154,732.62 4 067383109 BARD C R INC COM 550 56,497.49 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 067901108 BARRICK GOLD CORP COM 56,125.08 1,428,383.39 4 071813109 BAXTER INTL INC COM 24,820.00 2,119,904.45 4 075887109 BECTON DICKINSON & CO COM 4,700.00 248,135.04 4 077914109 BELL CDA INTL INC COM 6,700.00 8,375.00 4 079860102 BELLSOUTH CORP COM 23,225.00 1,411,097.35 4 081906109 BENNETT ENVIRONMENTAL INC COM 500 4,695.00 4 084670108 BERKSHIRE HATHAWAY INC DEL CL A 127 11,164,186.04 4 084670207 BERKSHIRE HATHAWAY INC DEL CL B 626 2,517,343.19 4 087509105 BETHLEHEM STL CORP COM 20,000.00 14,333.40 4 090613100 BIOMET INC COM 17,893.00 880,538.51 4 09066H104 BIOSOURCE INTL INC COM 1,000.00 13,218.58 4 09067D201 BIOTECH HOLDERS TR DEPOSTRY RCPTS 300 46,046.52 4 09067J109 BIOVAIL CORP COM 61,300.00 5,450,796.00 4 09161R106 BIOMIRA INC COM 30,000.00 199,500.00 4 091797100 BLACK & DECKER CORP COM 1,925.00 115,670.94 4 097023105 BOEING CO COM 24,795.00 1,531,364.69 4 099724106 BORG WARNER INC COM 3,200.00 266,282.72 4 101121101 BOSTON PROPERTIES INC COM 3,725.00 225,432.53 4 101137107 BOSTON SCIENTIFIC CORP COM 1,500.00 57,620.27 4 102183100 BOWATER INC COM 1,049.00 79,689.40 4 10549P606 BRASCAN CORP CL A LTD VT SH 238,285.26 6,850,701.10 4 105530109 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 1,160.00 76,630.82 4 109195107 BRIGHT HORIZON FAMILY SOLUTION COM 1,000.00 32,546.50 4 110122108 BRISTOL MYERS SQUIBB CO COM 262,165.00 21,293,722.93 4 110419306 BRITISH AWYS PLC ADR 2ND INSTAL 250 11,426.91 4 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 3,700.00 100,174.54 4 111013108 BRITISH SKY BROADCASTING GROUP SPONSORED ADR 700 73,020.71 4 111320107 BROADCOM CORP CL A 5,500.00 357,992.59 4 111621108 BROCADE COMMUNICATIONS SYS INC COM 618 32,597.59 4 112900105 BROOKFIELD PPTYS CORP COM 13,940.00 386,416.80 4 115637100 BROWN FORMAN CORP CL A 10,954.00 1,115,629.52 4 115637209 BROWN FORMAN CORP CL B 1,412.00 140,771.83 4 11679P101 BRUKER AXS INC COM 1,000.00 10,415.60 4 12189T104 BURLINGTON NORTHN SANTA FE CP COM 3,700.00 168,116.45 4 122014103 BURLINGTON RES INC COM 1,343.00 80,292.87 4 123655102 BUTLER MFG CO DEL COM 3,000.00 132,345.06 4 125129106 CDW COMPUTER CTRS INC COM 1,000.00 62,453.50 4 12541C203 CHC HELICOPTER CORP CL A SUB VTG 5,500.00 97,625.00 4 125509109 CIGNA CORP COM 1,018.00 150,210.37 4 125750109 CMGI INC COM 1,200.00 3,115.13 4 125896100 CMS ENERGY CORP COM 18,980.00 726,367.98 4 125965103 CSK AUTO CORP COM 1,600.00 25,354.19 4 12612W104 CNF INC COM 400 21,372.69 4 126349109 CSG SYS INTL INC COM 7,550.00 486,376.06 4 126501105 CTS CORP COM 600 15,193.40 4 126650100 CVS CORP COM 67,075.00 3,161,979.89 4 126667104 CV THERAPEUTICS INC COM 200 16,569.41 4 126830207 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 1,000.00 23,586.41 4 127209302 CADBURY SCHWEPPES PLC ADR 2,000.00 81,923.34 4 127387108 CADENCE DESIGN SYSTEM INC COM 18,150.00 633,612.72 4 13054D109 CALIFORNIA PIZZA KITCHEN INC COM 700 27,591.79 4 131347106 CALPINE CORP COM 400 10,695.90 4 13321L108 CAMECO CORP COM 15,050.00 590,712.50 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 133766105 CAMINUS CORP COM 700 25,640.86 4 134429109 CAMPBELL SOUP CO COM 6,900.00 328,239.64 4 135113108 CANADA LIFE FINL CORP COM 66,437.00 2,941,830.36 4 13566G509 CANADIAN 88 ENERGY CORP COM NEW 45,000.00 81,000.00 4 136069101 CDN IMPERIAL BK OF COMMERCE COM 1,383,265.36 75,872,105.07 4 136375102 CANADIAN NATL RY CO COM 97,876.00 7,507,089.20 4 136375409 CANADIAN NATL RY CO PFD CV 063029 3,200.00 334,242.15 4 136385101 CANADIAN NAT RES LTD COM 73,637.00 2,821,033.47 4 13645T100 CANADIAN PAC RY LTD COM 284,544.00 9,133,862.40 4 138006309 CANON INC ADR 1,500.00 83,754.83 4 14067D102 CAPSTONE TURBINE CORP COM 1,000.00 6,290.70 4 14067E308 CAPSTEAD MTG CORP PFD B CV $1.26 8,500.00 165,694.10 4 14149Y108 CARDINAL HEALTH INC COM 10,568.00 1,088,266.39 4 141705103 CAREMARK RX INC COM 2,111.00 54,833.87 4 143658102 CARNIVAL CORP COM 1,165.00 52,099.04 4 149123101 CATERPILLAR INC DEL COM 5,240.00 436,037.95 4 150921104 CELL GENESYS INC COM 200 7,402.40 4 15101Q108 CELESTICA INC SUB VTG SHS 9,380.00 600,320.00 4 151158102 CELLTECH GROUP PLC SPONSORED ADR 600 23,898.56 4 151313103 CENDANT CORP COM 39,500.00 1,233,620.00 4 153501101 CENTRAL FD CDA LTD CL A 368,375.00 1,970,806.25 4 155771108 CENTRAL VT PUB SVC CORP COM 1,500.00 39,894.63 4 156700106 CENTURYTEL INC COM 450 23,506.78 4 156880106 CERTEGY INC COM 2,500.00 136,246.93 4 156915100 CERTICOM CORP COM 14,000.00 47,600.00 4 159864107 CHARLES RIV LABS INTL INC COM 300 15,996.07 4 160903100 CHARTER ONE FINL INC COM 13,517.00 584,462.78 4 166764100 CHEVRONTEXACO CORP COM 29,373.00 4,191,905.60 4 168615102 CHICOS FAS INC COM 400 25,290.49 4 168834109 CHILE FD INC COM 15,700.00 210,782.20 4 168905107 CHILDRENS PL RETAIL STORES INC COM 500 21,619.54 4 169373107 CHINA FD INC COM 400 7,912.04 4 169905106 CHOICE HOTELS INTL INC COM 700 24,693.26 4 170040109 CHIRON CORP COM 400 27,927.83 4 171232101 CHUBB CORP COM 13,493.00 1,482,737.67 4 171484108 CHURCHILL DOWNS INC COM 4,000.00 235,513.69 4 171779101 CIENA CORP COM 2,000.00 45,580.21 4 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 500 20,663.99 4 172755100 CIRRUS LOGIC INC COM 900 18,948.75 4 17275R102 CISCO SYS INC COM 129,145.00 3,724,798.28 4 172908105 CINTAS CORP COM 1,625.00 124,222.80 4 172967101 CITIGROUP INC COM 246,324.00 19,803,082.01 4 179895107 CLARCOR INC COM 500 21,619.54 4 184502102 CLEAR CHANNEL COMMUNICATIONS COM 1,200.00 97,295.12 4 185896107 CLEVELAND CLIFFS INC COM 300 8,743.37 4 189054109 CLOROX CO DEL COM 2,000.00 125,974.66 4 191216100 COCA COLA CO COM 109,545.00 8,225,853.45 4 192108108 COEUR D ALENE MINES CORP IDAHO COM 7 8.92 4 192446102 COGNIZANT TECHNOLOGY SOLUTIONS CL A 200 13,052.95 4 19244C109 COGNOS INC COM 117,990.00 4,668,864.30 4 193290103 COLE NATIONAL CORP NEW CL A 10,000.00 263,575.30 4 194162103 COLGATE PALMOLIVE CO COM 12,630.00 1,161,614.57 4 198516106 COLUMBIA SPORTSWEAR CO COM 400 21,213.43 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 200300101 COMCAST CORP CL A 300 12,558.15 4 200340107 COMERICA INC COM 10,565.00 964,119.43 4 204493100 COMPAQ COMPUTER CORP COM 81,912.00 1,273,221.78 4 204912109 COMPUTER ASSOC INTL INC COM 4,147.00 227,789.63 4 204925101 COMPUTER NETWORK TECHNOLOGY CP 700 14,480.20 4 205363104 COMPUTER SCIENCES CORP COM 4,000.00 312,022.19 4 205887102 CONAGRA FOODS INC COM 49,040.00 1,856,463.24 4 207142100 CONEXANT SYSTEMS INC COM 2,000.00 33,395.40 4 208251504 CONOCO INC COM 23,700.00 1,068,172.75 4 209115104 CONSOLIDATED EDISON INC COM 3,666.00 235,640.71 4 21036P108 CONSTELLATION BRANDS INC CL A 300 20,472.87 4 212485106 CONVERGYS CORP COM 74,625.00 4,455,603.08 4 216669101 COOPER INDS INC COM 100 5,561.36 4 217204106 COPART INC COM 500 28,961.43 4 21868Q109 COREL CORPORATION COM 200 606 4 218868107 CORINTHIAN COLLEGES INC COM 500 23,773.25 4 21887F100 CORIXA CORP COM 800 19,200.39 4 219350105 CORNING INC COM 11,020.00 156,550.03 4 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 2,020.00 64,034.00 4 22087M101 CORUS GROUP PLC SPONSORED ADR 3,500.00 58,137.86 4 22160K105 COSTCO WHSL CORP NEW COM 28,300.00 2,000,232.34 4 22163N106 COTT CORP QUE COM 25,000.00 637,500.00 4 22226R102 COUNSEL CORP COM 6,000.00 16,740.00 4 22284P105 COVENANT TRANS INC CL A 400 10,167.16 4 224044107 COX COMMUNICATIONS INC NEW CL A 49,850.00 3,327,281.42 4 22409V102 CP SHIPS LTD COM 119,795.00 2,054,484.25 4 224399105 CRANE CO COM 300 12,250.28 4 225447101 CREE INC COM 3,000.00 140,753.99 4 225606102 CREO PRODS INC COM 5,600.00 114,800.00 4 22748P105 CROSS CTRY INC COM 600 25,322.34 4 22754R201 CROSS MEDIA MARKETING CORP COM NEW 22,800.00 326,801.52 4 228255105 CROWN CORK & SEAL INC COM 1,500.00 6,067.81 4 22942F101 CRYSTALLEX INTL CORP COM 39,900.00 110,922.00 4 23126R101 CURAGEN CORP COM 500 17,813.23 4 232806109 CYPRESS SEMICONDUCTOR CORP COM 200 6,348.10 4 23331A109 D R HORTON INC COM 47 2,429.70 4 233326107 DST SYS INC DEL COM 800 63,512.89 4 233331107 DTE ENERGY CO COM 2,127.00 142,070.08 4 235811106 DANA CORP COM 700 15,473.70 4 235851102 DANAHER CORP DEL COM 4,500.00 432,223.68 4 244199105 DEERE & CO COM 3,465.00 240,931.55 4 247025109 DELL COMPUTER CORP COM 134,160.00 5,807,366.21 4 247126105 DELPHI AUTOMOTIVE SYS CORP COM 732 15,924.60 4 247916208 DENBURY RES INC COM NEW 86,450.00 964,782.00 4 249030107 DENTSPLY INTL INC NEW COM 1,000.00 79,948.52 4 249906108 DESCARTES SYS GROUP INC COM 10,230.00 121,123.20 4 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 5,300.00 142,649.18 4 25179M103 DEVON ENERGY CORP NEW COM 725 44,626.64 4 251893103 DEVRY INC DEL COM 225 10,194.63 4 25243Q205 DIAGEO P L C SPON ADR NEW 3,935.00 289,968.58 4 25247D101 DIAL CORP NEW COM 9,000.00 245,817.81 4 25271C102 DIAMOND OFFSHORE DRILLING INC COM 500 24,207.52 4 252787106 DIAMONDS TR UNIT SER 1 450 71,523.67 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 253651103 DIEBOLD INC COM 10,132.00 652,548.87 4 254687106 DISNEY WALT CO COM DISNEY 38,880.00 1,282,988.37 4 254931108 DIRECT FOCUS INC COM 106,000.00 5,267,046.72 4 256669102 DOLLAR GEN CORP COM 25,000.00 593,243.50 4 256747106 DOLLAR TREE STORES INC COM 15,000.00 539,128.50 4 25746U109 DOMINION RES INC VA NEW COM 5,040.00 482,404.91 4 257561100 DOMTAR INC COM 61,624.00 986,600.24 4 25822C205 DOREL INDS INC CL B SUB VTG 4,255.00 136,160.00 4 258609304 DOUBLECLICK INC COM 1,700.00 30,702.14 4 260543103 DOW CHEM CO COM 9,915.00 533,407.45 4 26150J101 DRAXIS HEALTH INC COM 4,500.00 19,620.00 4 263534109 DU PONT E I DE NEMOURS & CO COM 53,466.00 3,619,724.44 4 264399106 DUKE ENERGY CORP COM 13,225.00 826,899.42 4 26483E100 DUN & BRADSTREET CORP DEL NEW COM 100 4,104.65 4 266898105 DUSA PHARMACEUTICALS INC COM 7 89.74 4 267920205 DYNACARE INC COM 800 20,200.00 4 268648102 E M C CORP MASS COM 118,370.00 2,533,655.87 4 26874R108 ENI S P A SPONSORED ADR 6,900.00 680,874.72 4 269151106 ESS TECHNOLOGY INC COM 1,300.00 44,016.28 4 277432100 EASTMAN CHEM CO COM 1,300.00 80,786.23 4 277461109 EASTMAN KODAK CO COM 24,449.00 1,145,929.96 4 278058102 EATON CORP COM 825 97,766.93 4 278751102 ECHO BAY MINES LTD COM 1,557.00 1,276.74 4 281020107 EDISON INTL COM 19,570.00 470,624.45 4 281760108 EDWARDS AG INC COM 1,300.00 91,448.68 4 28176E108 EDWARDS LIFESCIENCES CORP COM 480 21,121.70 4 28336L109 EL PASO CORP COM 2,950.00 209,585.36 4 28368B102 EL PASO ENERGY PARTNERS L P COM 6,000.00 355,468.32 4 284131208 ELAN PLC ADR 300 21,528.77 4 285661104 ELECTRONIC DATA SYS NEW COM 42,098.00 4,595,953.59 4 286082102 ELECTRONICS FOR IMAGING INC COM 2,300.00 81,721.08 4 28660G106 ELIZABETH ARDEN INC COM 2,700.00 65,661.31 4 291011104 EMERSON ELEC CO COM 74,915.00 6,812,579.82 4 291525103 EMMIS COMMUNICATIONS CORP CL A 1,900.00 71,533.22 4 292475209 EMULEX CORP COM NEW 300 18,877.09 4 29250N105 ENBRIDGE INC COM 907,734.46 39,395,675.71 4 29264P104 ENDOCARE INC COM 700 19,988.72 4 29266R108 ENERGIZER HLDGS INC COM 401 12,165.95 4 29274D604 ENERPLUS RES FD UNIT TR G NEW 73,186.00 1,811,353.50 4 293561106 ENRON CORP COM 17,875.00 17,080.63 4 293637104 ENTERASYS NETWORKS INC COM 1,400.00 19,732.31 4 29364G103 ENTERGY CORP NEW COM 100 6,228.66 4 293848107 ENTRUST INC COM 2,600.00 42,194.34 4 294429105 EQUIFAX INC COM 5,000.00 192,306.45 4 294821400 ERICSSON L M TEL CO ADR CL B SEK10 22,500.00 187,050.87 4 29879R107 EUROTRUST A/S SPONSORED ADR 10,000.00 19,270.46 4 30161N101 EXELON CORP COM 12,605.00 961,177.74 4 302182100 EXPRESS SCRIPTS INC COM 6,625.00 493,363.59 4 30224T871 EXTENDICARE INC CDA SUB VTG SH 55,900.00 293,475.00 4 30226D106 EXTREME NETWORKS INC COM 500 10,272.27 4 30231G102 EXXON MOBIL CORP COM 421,522.00 26,382,716.33 4 302491303 F M C CORP COM NEW 150 14,213.96 4 302571104 FPL GROUP INC COM 2,640.00 237,131.77 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 302921101 FAHNESTOCK VINER HLDGS INC CL A 2,500.00 112,250.00 4 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A 6,140.00 275,755.50 4 305204109 FAIRMONT HOTELS RESORTS INC COM 106,262.00 4,030,517.66 4 313400301 FEDERAL HOME LN MTG CORP COM 79,150.00 8,243,950.57 4 313586109 FEDERAL NATL MTG ASSN COM 78,125.00 9,891,539.06 4 31410H101 FEDERATED DEPT STORES INC DEL COM 18,700.00 1,218,068.26 4 31428X106 FEDEX CORP COM 2,700.00 223,085.04 4 31430F101 FELCOR LODGING TR INC COM 8,400.00 223,543.71 4 315616102 F5 NETWORKS INC COM 1,300.00 32,560.45 4 316773100 FIFTH THIRD BANCORP COM 800 78,139.33 4 31787A101 FINISAR COM 1,100.00 17,816.42 4 317928109 FINOVA GROUP INC COM 100 97.15 4 319963104 FIRST DATA CORP COM 6,575.00 821,477.02 4 337162101 FIRST TENN NATL CORP COM 4,000.00 180,000.00 4 33761N109 FIRSTSERVICE CORP SUB VTG SH 600 26,958.00 4 337932107 FIRSTENERGY CORP COM 1,040.00 57,937.51 4 339030108 FLEETBOSTON FINL CORP COM 32,328.00 1,879,223.41 4 343302105 FLORSHEIM GROUP INC COM 2 0.73 4 343412102 FLUOR CORP NEW COM 1,000.00 43,488.40 4 34354P105 FLOWSERVE CORP COM 1,600.00 67,806.54 4 345370860 FORD MTR CO DEL COM PAR $0.01 38,103.00 974,408.02 4 345426100 FORDING INC COM 73,746.00 2,087,011.80 4 349631101 FORTUNE BRANDS INC COM 600 37,830.62 4 35100E104 FOUR SEASONS HOTEL INC LTD VTG SH 8,050.00 601,174.00 4 354613101 FRANKLIN RES INC COM 1,400.00 78,639.40 4 356108100 FREDS INC CL A 500 32,616.45 4 35671D105 FREEPORT-MCMORAN COPPER & GOLD CL A 500 10,272.27 4 358029106 FRESENIUS MED CARE AG SPONSORED ADR 6,721.00 213,756.18 4 360921100 FURNITURE BRANDS INTL INC COM 400 20,398.02 4 361268105 G & K SVCS INC CL A 1,000.00 51,440.98 4 364730101 GANNETT INC COM 2,000.00 214,141.00 4 364760108 GAP INC DEL COM 25,737.00 571,383.12 4 367626108 GATEWAY INC COM 100 1,280.45 4 368145108 GAYLORD CONTAINER CORP CL A 46,000.00 73,992.20 4 36866W106 GEMSTAR-TV GUIDE INTL INC COM 250 11,028.75 4 369550108 GENERAL DYNAMICS CORP COM 200 25,366.93 4 369604103 GENERAL ELEC CO COM 1,275,158.00 81,395,130.56 4 370334104 GENERAL MLS INC COM 250 20,707.78 4 370442105 GENERAL MTRS CORP COM 3,991.00 308,904.84 4 370442832 GENERAL MTRS CORP CL H NEW 12,795.00 314,829.55 4 371933102 GENESIS MICROCHIP INC COM 300 31,590.81 4 37245M207 GENTA INC COM NEW 800 18,130.16 4 372460105 GENUINE PARTS CO COM 3,150.00 184,112.52 4 372917104 GENZYME CORP COM GENL DIV 100 9,533.30 4 373298108 GEORGIA PAC CORP COM GA PAC GRP 1,450.00 63,758.94 4 374163103 GERON CORP COM 1,800.00 24,940.12 4 374276103 GETTY IMAGES INC COM 1,600.00 58,556.72 4 375766102 GILLETTE CO COM 144,197.30 7,670,263.90 4 375916103 GILDAN ACTIVEWEAR INC SUB VTG SHS A 17,150.00 391,020.00 4 376775102 GLAMIS GOLD LTD COM 98,400.00 566,784.00 4 377316104 GLATFELTER COM 200 4,962.54 4 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 24,018.00 1,905,668.15 4 37941P108 GLOBAL POWER EQUIPMENT INC COM 1,800.00 43,172.20 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 38059T106 GOLD FIELDS LTD NEW SPONSORED ADR 2,000.00 15,416.37 4 380956409 GOLDCORP INC NEW COM 16,451.00 317,504.30 4 381197102 GOLDEN ST BANCORP INC COM 500 20,823.24 4 381317106 GOLDEN WEST FINL CORP DEL COM 700 65,607.16 4 38141G104 GOLDMAN SACHS GROUP INC COM 25,300.00 3,737,155.35 4 382388106 GOODRICH CORP COM 800 33,916.01 4 382550101 GOODYEAR TIRE & RUBR CO COM 24,000.00 910,075.34 4 387328107 GRANITE CONSTR INC COM 200 7,669.96 4 390568103 GREAT LAKES CHEM CORP COM 8,200.00 317,080.29 4 395384100 GREENPOINT FINL CORP COM 2,000.00 113,870.90 4 39945C109 GROUPE CGI INC CL A SUB VTG 21,400.00 262,150.00 4 401698105 GUIDANT CORP COM 5,150.00 408,454.12 4 404119109 HCA INC COM 10,200.00 626,063.80 4 404280406 HSBC HLDGS PLC SPON ADR NEW 3,000.00 285,282.44 4 406216101 HALLIBURTON CO COM 500 10,431.53 4 410783104 HANOVER DIRECT INC COM 20,000.00 8,604.00 4 412822108 HARLEY DAVIDSON INC COM 4,915.00 425,118.53 4 413086109 HARMAN INTL INDS INC COM 300 21,547.88 4 413160102 HARMONIC INC COM 1,400.00 26,800.27 4 416515104 HARTFORD FINL SVCS GROUP INC COM 9,554.00 956,002.46 4 418056107 HASBRO INC COM 300 7,754.37 4 421924101 HEALTHSOUTH CORP COM 2,700.00 63,726.30 4 42217K106 HEALTH CARE REIT INC COM 4,500.00 177,421.50 4 42222G108 HEALTH NET INC COM 600 20,812.10 4 423074103 HEINZ H J CO COM 81,208.00 5,318,126.12 4 42369K102 HEMOSOL INC COM 3,500.00 25,725.00 4 426281101 HENRY JACK & ASSOC INC COM 300 10,434.72 4 428236103 HEWLETT PACKARD CO COM 68,097.00 2,227,589.34 4 432848109 HILTON HOTELS CORP COM 30,400.00 528,692.24 4 433578507 HITACHI LIMITED ADR 10 COM 3,900.00 454,593.34 4 436141105 HOLLYWOOD ENTMT CORP COM 1,200.00 27,309.90 4 437076102 HOME DEPOT INC COM 32,800.00 2,664,623.65 4 437614100 HOMESTAKE MNG CO COM 384 5,174.65 4 438128308 HONDA MOTOR LTD AMERN SHS 800 103,850.26 4 438516106 HONEYWELL INTL INC COM 27,165.00 1,463,153.95 4 440327104 HORACE MANN EDUCATORS CORP NEW COM 2,550.00 86,177.18 4 44107P104 HOST MARRIOTT CORP NEW COM 20,000.00 286,668.00 4 441339108 HOT TOPIC INC COM 400 19,996.69 4 441815107 HOUSEHOLD INTL INC COM 16,800.00 1,550,224.10 4 443510201 HUBBELL INC CL B 200 9,358.12 4 444903108 HUMAN GENOME SCIENCES INC COM 515 27,656.77 4 44544R101 HUMMINGBIRD INC COM 5,735.00 171,820.60 4 44779E106 HURRICANE HYDROCARBONS LTD CL A 9,900.00 106,920.00 4 449295104 ICOS CORP COM 100 9,147.89 4 449934108 IMS HEALTH INC COM 660 20,507.27 4 45071R109 IXIA COM 600 8,965.14 4 451107106 IDACORP INC COM 50 3,232.98 4 45167R104 IDEX CORP COM 400 21,977.88 4 452308109 ILLINOIS TOOL WKS INC COM 300 32,355.26 4 45245A107 IMATION CORP COM 100 3,436.83 4 452528102 IMMUNEX CORP NEW COM 1,000.00 32,221.00 4 452704505 IMPERIAL CHEM INDS PLC ADR NEW 500 17,399.15 4 453038408 IMPERIAL OIL LTD COM NEW 839,134.09 37,182,031.53 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 453258139 INCO LTD WT EXP 082106 45 192.56 4 453258402 INCO LTD COM 95,412.00 2,580,894.60 4 453258808 INCO LTD PFD CV E 5.5% 1,000.00 74,175.35 4 453258AH8 INCO LTD DEB CV 7.75%16 210,000.00 344,479.38 4 45337C102 INCYTE GENOMICS INC COM 700 21,672.10 4 454089103 INDIA FD INC COM 14,200.00 214,841.74 4 45666T106 INFONET SVCS CORP CL B 2,000.00 7,803.74 4 456837103 ING GROUP N V SPONSORED ADR 3,300.00 133,754.51 4 456866102 INGERSOLL-RAND CO COM 92,437.00 6,155,066.10 4 457153104 INGRAM MICRO INC CL A 800 22,067.07 4 45765U103 INSIGHT ENTERPRISES INC COM 1,200.00 34,325.64 4 45768V108 INSIGHT COMMUNICATIONS INC CL A 600 16,855.80 4 45809M208 INTASYS CORP COM NEW 955 4,297.50 4 45811K208 INTEGRATED CIRCUIT SYS INC COM 1,800.00 64,758.30 4 458140100 INTEL CORP COM 158,221.00 7,924,857.95 4 458665106 INTERFACE INC CL A 1,600.00 14,295.18 4 45884X103 INTERMUNE INC COM 200 15,690.30 4 459200101 INTERNATIONAL BUSINESS MACHS COM 145,171.00 27,965,871.51 4 459506101 INTERNATIONAL FLAVORS&FRAGRANC COM 11,600.00 548,867.29 4 460146103 INTL PAPER CO COM 4,440.00 285,320.66 4 46060X107 INTERNET SEC SYS INC COM 400 20,423.50 4 460690100 INTERPUBLIC GROUP COS INC COM 1,190.00 55,984.03 4 46088R108 INTERSTATE HOTELS CORP COM 6 13.57 4 460915200 INTRAWEST CORPORATION COM NEW 4,275.00 117,562.50 4 460919103 INTERTAPE POLYMER GROUP INC COM 750 9,937.50 4 461120107 INTERTAN INC COM 700 10,500.00 4 461156101 INTIMATE BRANDS INC CL A 2,700.00 63,898.30 4 46115N104 INTIER AUTOMOTIVE INC CL A 2,700.00 52,650.00 4 46185R100 INVITROGEN CORP COM 500 49,314.86 4 462622101 IPSCO INC COM 22,661.00 419,228.50 4 464286608 ISHARES INC MSCI EMU INDEX 585 52,164.26 4 464286699 ISHARES INC MSCI UTD KINGD 2,300.00 53,809.18 4 464286707 ISHARES INC MSCI FRANCE 250 7,465.31 4 464286806 ISHARES INC MSCI GERMAN 275 6,613.27 4 464286848 ISHARES INC MSCI JAPAN 13,150.00 161,468.14 4 465741106 ITRON INC COM 400 19,302.31 4 465790103 IVANHOE ENERGY INC COM 2,000.00 7,240.00 4 465823102 IVAX CORP COM 2,800.00 89,809.90 4 46612J101 JDS UNIPHASE CORP COM 12,700.00 175,561.85 4 46625H100 J P MORGAN CHASE & CO COM 177,881.00 10,297,710.75 4 471091108 JAPAN OTC EQUITY FD INC COM 1,500.00 13,401.73 4 475070108 JEFFERSON PILOT CORP COM 200 14,737.92 4 478160104 JOHNSON & JOHNSON COM 596,217.00 56,117,529.98 4 480074103 JONES APPAREL GROUP INC COM 12,900.00 681,462.39 4 48203R104 JUNIPER NETWORKS INC COM 10,795.00 325,790.62 4 482584109 K MART CORP COM 6,000.00 52,173.58 4 48265R109 KPMG CONSULTING INC COM 2,900.00 76,529.21 4 485170302 KANSAS CITY SOUTHN INDS INC COM NEW 800 18,002.75 4 486587108 KAYDON CORP COM 300 10,836.05 4 48666K109 KB HOME COM 300 19,158.98 4 487836108 KELLOGG CO COM 3,000.00 143,811.78 4 488152208 KELLY SVCS INC CL A 3,500.00 122,017.05 4 488360108 KEMET CORP COM 7,300.00 150,668.35 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 493267108 KEYCORP NEW COM 1,798.00 69,697.46 4 494368103 KIMBERLY CLARK CORP COM 75,768.00 7,215,953.38 4 496902107 KINROSS GOLD CORP COM 150,779.00 179,427.01 4 496904103 KINGSWAY FINL SVCS INC COM 43,650.00 873,000.00 4 499063105 KNIGHT TRADING GROUP INC COM 1,000.00 17,550.45 4 499064103 KNIGHT TRANSN INC COM 800 23,927.22 4 500255104 KOHLS CORP COM 150 16,827.41 4 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 1,800.00 84,251.73 4 500472303 KONINKLIJKE PHILIPS ELECTRS NV NY REG SH NEW 16,836.00 780,526.83 4 500634100 KOREA FD COM 16,800.00 347,823.84 4 50063P103 KOREA TELECOM SPONSORED ADR 22,800.00 738,208.32 4 50075N104 KRAFT FOODS INC CL A 50 2,709.81 4 501014104 KRISPY KREME DOUGHNUTS INC COM 320 22,525.73 4 501044101 KROGER CO COM 39,175.00 1,302,081.49 4 502161102 LSI LOGIC CORP COM 8,675.00 218,013.40 4 505447102 LABRANCHE & CO INC COM 200 10,976.20 4 505597104 LACLEDE GROUP INC COM 3,500.00 133,220.99 4 50575Q102 LADENBURG THALMAN FIN SVCS INC COM 5.22 7.23 4 505862102 LAFARGE NORTH AMERICA INC COM 11,387.00 684,586.44 4 515086106 LANDS END INC COM 200 15,976.96 4 51827Q106 LATIN AMER EQUITY FD INC NEW COM 642 9,070.18 4 518439104 LAUDER ESTEE COS INC CL A 1,600.00 81,694.01 4 522015106 LEARNING TREE INTL INC COM 600 26,660.12 4 524660107 LEGGETT & PLATT INC COM 800 29,303.84 4 524908100 LEHMAN BROS HLDGS INC COM 3,140.00 334,051.04 4 52543H107 LEITCH TECHNOLOGY CORP COM 1,350.00 15,862.50 4 529771107 LEXMARK INTL NEW CL A 14,005.00 1,315,957.42 4 530718105 LIBERTY MEDIA CORP NEW COM SER A 18,585.00 414,378.59 4 53219L109 LIFEPOINT HOSPITALS INC COM 403 21,847.48 4 532457108 LILLY ELI & CO COM 37,271.00 4,661,961.19 4 532716107 LIMITED INC COM 16,415.00 384,818.03 4 533900106 LINCOLN ELEC HLDGS INC COM 100 3,892.31 4 534187109 LINCOLN NATL CORP IND COM 38,815.00 3,002,440.47 4 535678106 LINEAR TECHNOLOGY CORP COM 46,250.00 2,875,598.56 4 535679104 LINENS N THINGS INC COM 1,100.00 44,672.43 4 539320101 LIZ CLAIBORNE INC COM 550 43,577.52 4 539830109 LOCKHEED MARTIN CORP COM 5,502.00 408,945.18 4 540424108 LOEWS CORP COM 25,633.00 2,260,784.15 4 548661107 LOWES COS INC COM 15,540.00 1,148,601.28 4 549271104 LUBRIZOL CORP COM 13,200.00 737,673.21 4 549463107 LUCENT TECHNOLOGIES INC COM 48,138.00 482,986.85 4 55027E102 LUMINEX CORP DEL COM 300 5,916.30 4 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 15,800.00 414,687.56 4 55262L100 MBNA CORP COM 5,012.00 280,970.31 4 55269P302 MDS INC COM 108,228.20 2,045,512.89 4 55309W101 MMO2 PLC ADR 400 8,026.70 4 553530106 MSC INDL DIRECT INC CL A 700 22,017.70 4 553769100 MTR GAMING GROUP INC COM 150 3,822.24 4 557497104 MADISON GAS & ELEC CO COM 144 6,065.89 4 559181102 MAGMA DESIGN AUTOMATION COM 700 33,756.75 4 559211107 MAGNA ENTMT CORP CL A 440 4,928.00 4 559222401 MAGNA INTL INC CL A 83,540.00 8,445,894.00 4 562750109 MANHATTAN ASSOCS INC COM 200 9,284.86 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 56418H100 MANPOWER INC COM 5,250.00 281,854.37 4 565011103 MANUGISTICS GROUP INC COM 1,200.00 40,286.41 4 56501R106 MANULIFE FINL CORP COM 482,725.00 20,081,360.00 4 571748102 MARSH & MCLENNAN COS INC COM 100 17,112.49 4 571834100 MARSHALL & ILSLEY CORP COM 1,000.00 100,779.73 4 573083102 MARTHA STEWART LIVING OMNIMED CL A 700 18,338.79 4 573284106 MARTIN MARIETTA MATLS INC COM 1,119.00 83,046.76 4 574599106 MASCO CORP COM 19,425.00 757,938.25 4 576206106 MASSEY ENERGY CORP COM 200 4,820.94 4 57685P304 MATRIXONE INC COM 2,000.00 30,209.40 4 576879209 MATSUSHITA ELEC INDL ADR 6,000.00 120,400.56 4 577081102 MATTEL INC COM 2,300.00 63,003.26 4 577778103 MAY DEPT STORES CO COM 2,600.00 153,125.30 4 577933104 MAXIMUS INC COM 7,000.00 468,893.29 4 580031201 MCDATA CORP CL A 1,376.00 53,689.73 4 580135101 MCDONALDS CORP COM 109,335.00 4,609,139.60 4 580645109 MCGRAW HILL COS INC COM 250 24,279.19 4 58155Q103 MCKESSON CORP COM 4,100.00 244,209.28 4 582834107 MEAD CORP COM 400 19,678.17 4 584699102 MEDIMMUNE INC COM 1,905.00 140,621.40 4 585055106 MEDTRONIC INC COM 76,255.00 6,219,132.54 4 58551A108 MELLON FINL CORP COM 9,725.00 582,659.88 4 587405101 MERCANTILE BANKSHARES CORP COM 100 6,854.55 4 589331107 MERCK & CO INC COM 282,193.00 26,425,929.62 4 589405109 MERCURY INTERACTIVE CORP COM 200 10,823.31 4 589433101 MEREDITH CORP COM 150 8,516.43 4 590188108 MERRILL LYNCH & CO INC COM 1,600.00 132,810.10 4 59151K108 METHANEX CORP COM 35,350.00 311,787.00 4 591598107 METRIS COS INC COM 700 28,662.02 4 594087108 MICHAELS STORES INC COM 600 31,485.70 4 594918104 MICROSOFT CORP COM 175,655.00 18,533,315.14 4 595094103 MICROMUSE INC COM 800 19,111.20 4 595635103 MIDCAP SPDR TR UNIT SER 1 700 103,455.30 4 604059105 MINNESOTA MNG & MFG CO COM 53,889.00 10,145,210.29 4 604567206 MIPS TECHNOLOGIES INC CL B 30 381.27 4 604675108 MIRANT CORP COM 3,792.00 70,637.38 4 608554200 MOLEX INC CL A 100 4,307.98 4 615369105 MOODYS CORP COM 235 10,891.97 4 615785102 MOORE LTD COM 34,303.00 524,835.90 4 617446448 MORGAN STANLEY DEAN WITTER&CO COM NEW 2,300.00 204,907.10 4 619903107 MOTHERS WK INC COM 8,000.00 118,489.44 4 620076109 MOTOROLA INC COM 123,195.00 2,946,929.36 4 628351108 MUTUAL RISK MGMT LTD COM 2,000.00 23,251.96 4 628530107 MYLAN LABS INC COM 2,300.00 137,361.75 4 62885E406 NCE PETROFUND 1 TR UT NEW 2001 107,097.00 1,281,951.09 4 62886E108 NCR CORP NEW COM 24 1,408.88 4 629050204 NEC CORP ADR 4,300.00 71,015.63 4 62936P103 NPS PHARMACEUTICALS INC COM 997 60,813.59 4 631100104 NASDAQ 100 TR UNIT SER 1 7,975.00 494,195.33 4 631226107 NASHUA CORP COM 12 112.18 4 635405103 NATIONAL CITY CORP COM 2,700.00 125,732.58 4 637229105 NATIONAL PROCESSING INC COM 600 31,055.70 4 637640103 NATIONAL SEMICONDUCTOR CORP COM 17,600.00 863,036.31 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 637657107 NATIONAL SVC INDS INC COM 300 965.12 4 638539700 NATIONAL WESTMINSTER BK PLC ADR REP PREF B 5,200.00 207,948.97 4 638612101 NATIONWIDE FINL SVCS INC CL A 14,875.00 982,184.29 4 639089101 NAUTICA ENTERPRISES INC COM 500 10,184.68 4 63934E108 NAVISTAR INTL CORP NEW COM 600 37,744.62 4 640938106 NETWORKS ASSOCS INC COM 500 20,584.36 4 64108N106 NET2PHONE COM 200 2,150.01 4 64122D506 NETWORK PLUS CORP COM 2,000.00 2,697.60 4 64353J107 NEW CENTY EQUITY HLDGS CORP COM 400 232.56 4 650111107 NEW YORK TIMES CO CL A 500 34,439.97 4 651229106 NEWELL RUBBERMAID INC COM 6,700.00 294,183.48 4 651290108 NEWFIELD EXPL CO COM 1,200.00 67,863.87 4 651639106 NEWMONT MINING CORP COM 7,666.00 233,311.54 4 652487802 NEWS CORP LTD SP ADR PFD 13 547.82 4 65334H102 NEXEN INC COM 233,096.00 7,244,623.68 4 653520106 NIAGARA MOHAWK HLDGS INC COM 114 3,218.99 4 654086107 NICOR INC COM 1,100.00 72,947.45 4 654106103 NIKE INC CL B 1,000.00 89,567.82 4 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 20,840.00 537,674.50 4 654902204 NOKIA CORP SPONSORED ADR 148,650.00 5,807,231.95 4 655422103 NORANDA INC COM 384,050.94 5,760,764.09 4 655664100 NORDSTROM INC COM 7,400.00 238,415.41 4 655844108 NORFOLK SOUTHERN CORP COM 2,200.00 64,223.19 4 656531605 NORSK HYDRO A S SPONSORED ADR 1,000.00 66,889.20 4 656568102 NORTEL NETWORKS CORP NEW COM 3,528,763.06 41,992,280.43 4 656912102 NORTH AMERN PALLADIUM LTD COM 2,000.00 18,680.00 4 659424105 NORTH FORK BANCORPORATION NY COM 2,200.00 112,084.00 4 666135108 NORTHFIELD LABS INC COM 2,200.00 30,061.92 4 666807102 NORTHROP GRUMMAN CORP COM 3,712.00 595,961.62 4 66977W109 NOVA CHEMICALS CORP COM 34,389.00 1,057,461.75 4 66987V109 NOVARTIS A G SPONSORED ADR 4,350.00 252,865.07 4 670006105 NOVELL INC COM 400 2,924.01 4 670346105 NUCOR CORP COM 100 8,434.41 4 671040103 OSI PHARMACEUTICALS INC COM 100 7,284.55 4 674599105 OCCIDENTAL PETE CORP DEL COM 8,300.00 350,688.93 4 67481E106 OCEAN ENERGY INC DEL COM 2,000.00 61,155.84 4 676220106 OFFICE DEPOT INC COM 18,800.00 555,103.92 4 676255102 OFFSHORE LOGISTICS INC COM 300 8,485.37 4 68213N109 OMNICELL INC COM 1,600.00 22,678.62 4 682310107 ONCOLYTICS BIOTECH INC COM 3,250.00 22,457.50 4 683718100 OPENWAVE SYS INC COM 1,000.00 15,591.55 4 68389X105 ORACLE CORP COM 30,610.00 673,230.40 4 685906109 ORGANOGENESIS INC COM 500 3,822.24 4 686091109 O REILLY AUTOMOTIVE INC COM 1,700.00 98,739.61 4 690768403 OWENS ILL INC COM NEW 800 12,728.06 4 691471106 OXFORD HEALTH PLANS INC COM 4,400.00 211,204.24 4 693282105 PDF SOLUTIONS INC COM 400 13,377.84 4 69331C108 PG&E CORP COM 156 4,780.09 4 693366205 PICO HLDGS INC COM NEW 17,768.00 353,716.46 4 693419202 PMA CAP CORP CL A 1,500.00 46,105.77 4 69344M101 PMI GROUP INC COM 700 74,704.09 4 693475105 PNC FINL SVCS GROUP INC COM 1,500.00 134,256.18 4 693506107 PPG INDS INC COM 600 49,421.56 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 696429307 PALL CORP COM 3,800.00 145,608.23 4 696642107 PALM INC COM 24,592.00 151,961.05 4 697900108 PAN AMERICAN SILVER CORP COM 8,000.00 53,680.00 4 69831A107 PANCANADIAN ENERGY CORP COM 509,673.00 21,049,494.90 4 69911G107 PARADYNE NETWORKS INC COM 3,000.00 18,633.42 4 699173100 PARAMETRIC TECHNOLOGY CORP COM 1,700.00 21,144.95 4 700690100 PARK PL ENTMT CORP COM 200 2,920.83 4 701081101 PARKER DRILLING CO COM 3,500.00 20,568.43 4 704231109 PAXSON COMMUNICATIONS CORP COM 600 9,985.60 4 704326107 PAYCHEX INC COM 1,900.00 105,454.01 4 705015105 PEARSON PLC SPONSORED ADR 4,700.00 91,918.50 4 709668107 PENTON MEDIA INC COM 4,000.00 39,878.70 4 713409100 PEPSI BOTTLING GROUP INC COM 21,250.00 795,304.63 4 713448108 PEPSICO INC COM 207,450.00 16,086,439.32 4 71366Q101 PEREGRINE SYSTEMS INC COM 525 12,399.59 4 713755106 PERFORMANCE FOOD GROUP CO COM 900 36,805.77 4 71644E102 PETRO-CDA COM 213,130.00 8,378,140.30 4 71646E100 PETROCHINA CO LTD SPONSORED ADR 800 22,678.62 4 71654V101 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 23,000.00 743,567.00 4 716597109 PETROLEUM GEO-SVCS A/S SPONSORED ADR 2,800.00 35,495.87 4 716933106 PHARMACYCLICS INC COM 500 7,915.22 4 717081103 PFIZER INC COM 297,405.00 18,874,841.04 4 717124101 PHARMACEUTICAL PROD DEV INC COM 400 15,027.92 4 71713U102 PHARMACIA CORP COM 7,814.00 530,761.18 4 717265102 PHELPS DODGE CORP COM 5,176.00 267,082.84 4 718154107 PHILIP MORRIS COS INC COM 172,514.00 12,597,094.77 4 718193105 PHILIP SVCS CORP DEL COM 13 27.04 4 718507106 PHILLIPS PETE CO COM 3,100.00 297,507.24 4 720279108 PIER 1 IMPORTS INC COM 2,000.00 55,231.37 4 723484101 PINNACLE WEST CAP CORP COM 4,350.00 289,928.85 4 724479100 PITNEY BOWES INC COM 1,100.00 65,887.45 4 72581R106 PIVOTAL CORP COM 550 5,362.50 4 725906101 PLACER DOME INC COM 136,160.00 2,369,184.00 4 729251108 PLUM CREEK TIMBER CO INC COM 900 40,635.19 4 732827100 POPE & TALBOT INC COM 637 14,456.43 4 73755L107 POTASH CORP SASK INC COM 21,540.00 2,103,596.40 4 74022D100 PRECISION DRILLING CORP COM 4,408.00 180,992.48 4 74046P105 PREMDOR INC COM 2,000.00 39,380.00 4 741503106 PRICELINE COM INC COM 100 926.89 4 742352107 PRINCETON REVIEW INC COM 1,200.00 14,620.07 4 74251V102 PRINCIPAL FINANCIAL GROUP INC COM 2,400.00 91,733.76 4 742718109 PROCTER & GAMBLE CO COM 128,244.00 16,161,621.54 4 743263105 PROGRESS ENERGY INC COM 211 11,048.07 4 74386K104 PROVIDENT ENERGY TR TR UNIT 79,500.00 651,105.00 4 743977100 PROVINCE HEALTHCARE CO COM 250 12,286.91 4 744284100 PROXIM INC COM 1,100.00 17,378.45 4 744320102 PRUDENTIAL FINL INC COM 25,400.00 1,342,603.21 4 744573106 PUBLIC SVC ENTERPRISE GROUP COM 2,700.00 181,417.84 4 745310102 PUGET ENERGY INC NEW COM 2,100.00 73,210.23 4 745867101 PULTE HOMES INC COM 12,327.00 876,960.56 4 746927102 QLT INC COM 23,735.00 961,267.50 4 747525103 QUALCOMM INC COM 23,700.00 1,906,103.31 4 748203106 QUEBECOR WORLD INC COM NON-VTG 51,332.00 1,841,792.16 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 74834L100 QUEST DIAGNOSTICS INC COM 895 102,213.78 4 74834T103 QUEST SOFTWARE INC COM 500 17,606.19 4 748356102 QUESTAR CORP COM 600 23,936.78 4 748767100 QUINTILES TRANSNATIONAL CORP COM 400 10,224.49 4 749121109 QWEST COMMUNICATIONS INTL INC COM 19,617.00 441,449.94 4 74955W307 R H DONNELLEY CORP COM NEW 40 1,850.60 4 749685103 RPM INC OHIO COM 1,475.00 33,967.77 4 750236101 RADIAN GROUP INC COM 14,050.00 961,050.49 4 75040P108 RADIO ONE INC CL A 800 23,532.26 4 75040P405 RADIO ONE INC CL D NON VTG 1,600.00 45,892.36 4 750438103 RADIOSHACK CORP COM 200 9,587.45 4 753820109 RARE HOSPITALITY INTL INC COM 1,300.00 46,666.37 4 754730109 RAYMOND JAMES FINANCIAL INC COM 500 28,284.58 4 754907103 RAYONIER INC COM 200 16,075.70 4 755111507 RAYTHEON CO COM NEW 15,995.00 827,128.99 4 75605L104 REALNETWORKS INC COM 300 2,838.01 4 75621K106 RECKSON ASSOCS RLTY CORP COM 8,600.00 319,946.97 4 757209101 REDBACK NETWORKS INC COM 1,900.00 11,952.46 4 758110100 REEBOK INTL LTD COM 300 12,661.17 4 758750103 REGAL BELOIT CORP COM 300 10,415.60 4 758932107 REGIS CORP MINN COM 3,000.00 123,171.68 4 758940100 REGIONS FINL CORP COM 2,100.00 100,133.13 4 759148109 REHABCARE GROUP INC COM 500 23,570.48 4 759351109 REINSURANCE GROUP AMER INC COM 300 15,900.52 4 759930100 RENAL CARE GROUP INC COM 7,200.00 368,081.71 4 760975102 RESEARCH IN MOTION LTD COM 1,600.00 60,464.00 4 761230101 RESPIRONICS INC COM 400 16,111.64 4 76132M102 REUTERS GROUP PLC SPONSORED ADR 1,424.00 136,049.07 4 767204100 RIO TINTO PLC SPONSORED ADR 1,200.00 149,640.70 4 767754104 RITE AID CORP COM 36,500.00 294,137.29 4 775109200 ROGERS COMMUNICATIONS INC CL B 27,914.00 757,027.68 4 775315104 ROGERS WIRELESS COMMUNICATIONS CL B NON-VTG 83,300.00 1,915,900.00 4 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 30,950.00 909,311.00 4 780087102 ROYAL BK CDA MONTREAL QUE COM 2,812,920.00 145,793,643.60 4 780097309 ROYAL BK SCOTLAND GROUP PLC SP ADR B PREF 900 38,771.85 4 780097408 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 5,000.00 202,578.72 4 780097705 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 9,200.00 387,543.28 4 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 106,943.00 8,348,960.02 4 781270103 RUDOLPH TECHNOLOGIES INC COM 300 16,397.41 4 78375P107 RYERSON TULL INC NEW COM 10,000.00 175,186.00 4 78387G103 SBC COMMUNICATIONS INC COM 29,804.00 1,859,237.36 4 78440P108 SK TELECOM LTD SPONSORED ADR 434 15,206.14 4 78462F103 SPDR TR UNIT SER 1 4,170.00 759,082.53 4 784635104 SPX CORP COM 6,825.00 1,488,033.87 4 785905100 SABRE HLDGS CORP CL A 144 9,712.31 4 786429100 SAFECO CORP COM 9,600.00 476,251.10 4 786514208 SAFEWAY INC COM NEW 75,040.00 4,989,488.39 4 792860108 ST PAUL COS INC COM 2,132.00 149,296.76 4 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 2,270.00 115,433.40 4 803062108 SAPIENT CORP COM 1,800.00 16,158.06 4 803111103 SARA LEE CORP COM 20,928.00 740,924.41 4 803866300 SASOL LTD SPONSORED ADR 5,000.00 70,472.55 4 806407102 SCHEIN HENRY INC COM 4,400.00 259,485.50 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 806605101 SCHERING PLOUGH CORP COM 115,292.00 6,575,218.74 4 806857108 SCHLUMBERGER LTD COM 27,075.00 2,369,424.49 4 807066105 SCHOLASTIC CORP COM 3,500.00 280,544.45 4 808655104 SCIENTIFIC ATLANTA INC COM 6,750.00 257,356.20 4 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 86 2,972.11 4 811699107 SEACHANGE INTL INC COM 400 21,735.80 4 81211K100 SEALED AIR CORP NEW COM 200 13,001.99 4 812387108 SEARS ROEBUCK & CO COM 4,600.00 349,008.73 4 81369Y803 SECTOR SPDR TR SBI INT-TECH 6,150.00 171,628.05 4 816196109 SELECT MEDICAL CORP COM 700 17,926.31 4 816636203 SEMICONDUCTOR HLDRS TR DEP RCPT 400 26,660.12 4 81752M101 SERONO S A SPONSORED ADR 200 5,160.46 4 817565104 SERVICE CORP INTL COM 6,000.00 47,682.44 4 82028K200 SHAW COMMUNICATIONS INC CL B CONV 36,566.00 1,235,199.48 4 822703609 SHELL TRANS & TRADING PLC NEW YRK SH NEW 1,500.00 72,296.55 4 824348106 SHERWIN WILLIAMS CO COM 21,700.00 950,384.05 4 82481R106 SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 1,579.00 92,038.58 4 826170102 SIEBEL SYS INC COM 48,200.00 2,147,837.69 4 826428104 SIERRA PAC RES NEW COM 720 12,600.00 4 826516106 SIERRA WIRELESS INC COM 155 4,650.00 4 827056102 SILICON GRAPHICS INC COM 220 735.78 4 82823L106 SILVER STD RES INC COM 11 46.53 4 828408104 SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 1,500.00 4,430.25 4 829226109 SINCLAIR BROADCAST GROUP INC CL A 700 10,546.20 4 832696306 SMUCKER J M CO COM 200 11,269.24 4 832727101 SMURFIT-STONE CONTAINER CORP COM 4,450.00 113,180.51 4 834182107 SOLECTRON CORP COM 5,825.50 104,652.36 4 834376105 SOLUTIA INC COM 108 2,411.45 4 83545G102 SONIC AUTOMOTIVE INC CL A 600 22,398.33 4 835470105 SONICWALL INC COM 900 20,344.23 4 835495102 SONOCO PRODS CO COM 5,600.00 237,055.32 4 835699307 SONY CORP ADR NEW 3,265.00 235,080.00 4 842587107 SOUTHERN CO COM 488 19,701.74 4 844741108 SOUTHWEST AIRLS CO COM 6,750.00 198,660.92 4 844895102 SOUTHWEST GAS CORP COM 1,000.00 35,594.61 4 846425882 SPANISH BROADCASTING SYS INC CL A 1,500.00 23,626.22 4 852061100 SPRINT CORP COM FON GROUP 40,500.00 1,295,166.02 4 852061506 SPRINT CORP PCS COM SER 1 800 31,100.29 4 852891100 STANCORP FINL GROUP INC COM 300 22,575.11 4 855244109 STARBUCKS CORP COM 200 6,067.81 4 85590A203 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 215 10,220.91 4 857477103 STATE STR CORP COM 2,550.00 212,194.04 4 859152100 STERIS CORP COM 600 17,458.08 4 860370105 STEWART ENTERPRISES INC CL A 23,050.00 219,889.49 4 860831106 STILWELL FINL INC COM 1,200.00 52,020.69 4 861012102 STMICROELECTRONICS N V NY REGISTRY 200 10,087.53 4 86211E103 STORAGENETWORKS INC COM 2,500.00 24,605.67 4 866796105 SUN LIFE FINL SVCS CDA INC COM 93,002.00 3,157,417.90 4 866810104 SUN MICROSYSTEMS INC COM 39,800.00 779,641.40 4 867229106 SUNCOR ENERGY INC COM 387,087.00 20,283,358.80 4 867363103 SUNGARD DATA SYS INC COM 14,800.00 681,893.99 4 86764P109 SUNOCO INC COM 750 44,600.76 4 86768K106 SUNRISE ASSISTED LIVING INC COM 150 6,954.09 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 868168105 SUPERIOR INDS INTL INC COM 1,600.00 102,563.44 4 868536103 SUPERVALU INC COM 1,400.00 49,319.64 4 868587106 SUPPORT COM INC COM 4,350.00 43,437.37 4 870756103 SWIFT TRANSN CO COM 600 20,554.10 4 870875101 SWISS HELVETIA FD INC COM 12,000.00 210,223.20 4 871237103 SYKES ENTERPRISES INC COM 1,400.00 20,824.84 4 871503108 SYMANTEC CORP COM 3,525.00 372,370.98 4 87160V104 SYNSORB BIOTECH INC COM 16,000.00 9,440.00 4 871829107 SYSCO CORP COM 6,200.00 258,899.43 4 872375100 TECO ENERGY INC COM 8,300.00 346,855.54 4 87255E108 TLC LASER EYE CENTERS INC COM 700 2,562.00 4 87305U102 TTR TECHNOLOGIES INC COM 2,000.00 5,828.92 4 87308K200 TVX GOLD INC COM NEW 1,000.00 690 4 873168108 TXU CORP COM 12,000.00 901,093.08 4 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 280 7,656.58 4 874161102 TALBOTS INC COM 700 40,412.22 4 87425E103 TALISMAN ENERGY INC COM 47,576.00 2,878,348.00 4 87612E106 TARGET CORP COM 7,650.00 500,128.16 4 878237106 TECH DATA CORP COM 900 62,034.96 4 879101103 TEKELEC COM 200 5,768.40 4 879246106 TELE NORTE LESTE PART S A SPON ADR PFD 34,881.00 868,269.64 4 879252104 TELE SUDESTE CELULAR PART S A SPON ADR PFD 4 80.27 4 879287308 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 4,920.00 313,423.68 4 87929A102 TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 20 420.45 4 879360105 TELEDYNE TECHNOLOGIES INC COM 55 1,426.89 4 879369106 TELEFLEX INC COM 9,907.00 746,451.89 4 879382208 TELEFONICA S A SPONSORED ADR 11,043.00 704,890.24 4 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 23,700.00 1,321,816.59 4 879664100 TELLABS INC COM 19,095.00 454,944.03 4 87971M202 TELUS CORP NON-VTG SHS 72,465.68 1,684,827.17 4 879868107 TEMPLE INLAND INC COM 200 18,069.64 4 88018T101 TEMPLETON DRAGON FD INC COM 16,500.00 196,821.47 4 88018X102 TEMPLETON CHINA WORLD FD INC COM 400 5,007.13 4 88022F105 TEMPLETON RUSSIA FD INC COM 3,000.00 86,048.18 4 88033G100 TENET HEALTHCARE CORP COM 26,400.00 2,468,861.26 4 880770102 TERADYNE INC COM 1,045.00 50,161.01 4 880775101 TERAYON COMMUNICATION SYS COM 24,700.00 325,318.81 4 88157K101 TESCO CORP COM 8,275.00 109,561.00 4 881908107 TESMA INTL INC CL A SUB VTG 1,175.00 35,003.25 4 882508104 TEXAS INSTRS INC COM 20,900.00 931,989.52 4 883375107 THERAGENICS CORP COM 6,000.00 94,218.22 4 883381105 THERASENSE INC COM 500 19,748.24 4 884315102 THOMAS & BETTS CORP COM 600 20,210.09 4 885535104 3COM CORP COM 400 4,064.32 4 886423102 TIDEWATER INC COM 200 10,797.83 4 886547108 TIFFANY & CO NEW COM 5,500.00 275,655.17 4 889090403 TOKIO MARINE & FIRE INS LTD ADR NEW 9,900.00 577,062.68 4 890516107 TOOTSIE ROLL INDS INC COM 713 44,376.27 4 891027104 TORCHMARK CORP COM 600 37,582.17 4 891160509 TORONTO DOMINION BK ONT COM NEW 1,776,583.00 72,982,029.64 4 89151E109 TOTAL FINA ELF S A SPONSORED ADR 1,250.00 139,830.28 4 892081100 TOWN & CTRY TR SH BEN INT 1,000.00 33,285.34 4 892335100 TOYS R US INC COM 23,500.00 776,217.31 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 893416107 TRANSACTION SYS ARCHITECTS CL A 1,500.00 29,287.91 4 89346D107 TRANSALTA CORP COM 1,066,668.00 23,040,028.80 4 893526103 TRANSCANADA PIPELINES LTD COM 1,334,388.17 26,514,292.98 4 893735100 TRANSKARYOTIC THERAPIES INC COM 10,260.00 699,355.25 4 89579K109 TRIAD HOSPITALS INC COM 403 18,837.35 4 895953107 TRICON GLOBAL RESTAURANTS COM 1,090.00 85,407.95 4 896263100 TRIMERIS INC COM 700 50,133.46 4 89674K103 TRIQUINT SEMICONDUCTOR INC COM 4,500.00 64,151.10 4 896938107 TRIZEC HAHN CORP SUB VTG 6,621.00 167,180.25 4 902124106 TYCO INTL LTD NEW COM 149,385.00 14,012,931.45 4 902494103 TYSON FOODS INC CL A 13,328.00 245,162.30 4 902905827 USX MARATHON GROUP COM NEW 12,000.00 573,336.00 4 902911106 UST INC COM 13,500.00 752,503.50 4 902973304 US BANCORP DEL COM NEW 9,000.00 299,998.06 4 902984103 USA NETWORKS INC COM 10,500.00 456,686.01 4 903293405 U S G CORP COM NEW 2,500.00 16,628.00 4 90337L108 U S PHYSICAL THERAPY INC COM 800 20,589.13 4 90337T101 USX-U S STL COM 25 721.05 4 903849107 ULTIMATE ELECTRS INC COM 500 23,889.00 4 90390U102 USA ED INC COM 1,400.00 187,334.35 4 904000106 ULTRAMAR DIAMOND SHAMROCK CORP COM 1,086.00 85,578.81 4 904034105 ULTRATECH STEPPER INC COM 100 2,630.98 4 904767704 UNILEVER PLC SPON ADR NEW 250 13,246.45 4 904784709 UNILEVER N V N Y SHS NEW 14,783.00 1,356,335.61 4 907818108 UNION PAC CORP COM 2,025.00 183,825.86 4 909214108 UNISYS CORP COM 35,420.00 707,380.05 4 911363109 UNITED RENTALS INC COM 600 21,691.21 4 913016309 UNITED SURGICAL PARTNERS INTL COM 800 26,946.79 4 913017109 UNITED TECHNOLOGIES CORP COM 58,385.00 6,009,552.75 4 91324P102 UNITEDHEALTH GROUP INC COM 3,200.00 360,666.57 4 915289102 UNOCAL CORP COM 400 22,978.03 4 918204108 V F CORP COM 1,200.00 74,552.79 4 91913Y100 VALERO ENERGY CORP NEW COM 300 18,212.97 4 921930103 VANS INC COM 1,000.00 14,814.00 4 922122106 VARCO INTL INC DEL COM 356 8,493.14 4 92220P105 VARIAN MED SYS INC COM 200 16,572.10 4 92239N109 VASTERA INC COM 1,700.00 44,970.25 4 92240M108 VECTOR GROUP LTD COM 15 784.75 4 922571104 VELCRO INDS N V COM 750 13,258.40 4 923436109 VERITAS SOFTWARE CO COM 89 4,639.39 4 92343P107 VERITAS DGC INC COM 690 20,437.80 4 92343V104 VERIZON COMMUNICATIONS COM 146,726.00 11,090,254.78 4 92532F100 VERTEX PHARMACEUTICALS INC COM 52,562.00 2,058,434.83 4 925524100 VIACOM INC CL A 13,000.00 916,143.15 4 925524308 VIACOM INC CL B 2,306.00 162,142.45 4 925602104 VICAL INC COM 600 11,696.05 4 927460105 VINTAGE PETE INC COM 10,000.00 230,130.70 4 92763R104 VIRAGE LOGIC CORP COM 1,200.00 36,750.84 4 92839U107 VISTEON CORP COM 1,513.00 36,240.44 4 92844S105 VISX INC DEL COM 1,400.00 29,542.73 4 928497106 VITESSE SEMICONDUCTOR CORP COM 400 7,918.41 4 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 6,584.00 564,024.64 4 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 10,505.00 429,633.15 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- 92923B106 WFS FINL INC COM 600 22,943.00 4 929297109 WMS INDS INC COM 400 12,740.80 4 929309300 WPP GROUP PLC SPON ADR NEW 2,400.00 206,018.74 4 929903102 WACHOVIA CORP 2ND NEW COM 68,750.00 3,433,645.60 4 931142103 WAL MART STORES INC COM 257,435.00 23,594,980.96 4 931422109 WALGREEN CO COM 62,200.00 3,334,350.18 4 939322103 WASHINGTON MUT INC COM 9,030.00 470,264.52 4 939640108 WASHINGTON POST CO CL B 390 329,190.42 4 941053100 WASTE CONNECTIONS INC COM 700 25,224.43 4 94106L109 WASTE MGMT INC DEL COM 30,600.00 1,555,087.90 4 94113U100 WATER PIK TECHNOLOGIES INC COM 4,019.00 55,621.73 4 941848103 WATERS CORP COM 800 49,370.60 4 942683103 WATSON PHARMACEUTICALS INC COM 19,044.00 952,042.20 4 947074100 WEATHERFORD INTL INC COM 15,000.00 649,884.00 4 94768C108 WEBMETHODS INC COM 400 7,795.36 4 949702104 WELLMAN INC COM 7,500.00 185,020.30 4 94973H108 WELLPOINT HEALTH NETWORK NEW COM 2,465.00 458,724.94 4 949746101 WELLS FARGO & CO NEW COM 111,078.00 7,689,965.71 4 950590109 WENDYS INTL INC COM 18,550.00 861,761.43 4 950813105 WESCAST INDS INC CL A SUB VTG 1,000.00 48,500.00 4 950817106 WESCO FINL CORP COM 10 5,016.69 4 956909105 WESTAIM CORP COM 30,413.00 203,767.10 4 95751D102 WESTCOAST ENERGY INC COM 355,326.30 14,994,769.88 4 958259103 WESTERN GAS RES INC COM 100 5,147.28 4 961548104 WESTVACO CORP COM 1,400.00 63,433.26 4 962166104 WEYERHAEUSER CO COM 140 12,057.89 4 963320106 WHIRLPOOL CORP COM 1,150.00 134,303.16 4 968223206 WILEY JOHN & SONS INC CL A 1,000.00 36,677.58 4 969455104 WILLIAMS COMMUNICATIONS GROUP CL A 842 2,300.85 4 969457100 WILLIAMS COS INC DEL COM 1,550.00 62,996.89 4 971807102 WILMINGTON TRUST CORP COM 200 20,165.50 4 973149107 WIND RIVER SYSTEMS INC COM 700 19,966.43 4 974637100 WINNEBAGO INDS INC COM 500 29,415.32 4 976657106 WISCONSIN ENERGY CORP COM 800 28,743.24 4 980905103 WORLD HEART CORP COM 2,000.00 12,900.00 4 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 5,680.00 127,367.23 4 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 101 2,042.83 4 982526105 WRIGLEY WM JR CO COM 2,400.00 196,348.47 4 98389B100 XCEL ENERGY INC COM 11,625.00 513,577.67 4 983919101 XILINX INC COM 1,600.00 99,505.65 4 984121103 XEROX CORP COM 111,450.00 1,849,500.71 4 984332106 YAHOO INC COM 9,000.00 254,274.52 4 988858106 ZALE CORP NEW COM 2,475.00 165,077.77 4 989139100 ZARLINK SEMICONDUCTOR INC COM 24,000.00 426,000.00 4 98956P102 ZIMMER HLDGS INC COM 4,875.00 237,110.27 4 98975F101 ZORAN CORP COM 500 25,991.23 4 D1668R123 DAIMLERCHRYSLER AG ORD 2,823.00 187,344.56 4 D18190898 DEUTSCHE BANK AG NAMEN ORD 1,500.00 167,581.33 4 G0070K103 ACE LTD ORD 1,500.00 95,914.34 4 G3921A100 GLOBAL CROSSING LTD COM 400 535.11 4 G4388N106 HELEN OF TROY CORP LTD COM 4,000.00 79,056.66 4 G4933P101 IPC HLDGS LTD ORD 4,500.00 212,134.32 4 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,000.00 9,523.75 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ----------------- --------------- -------- G6797E106 O2MICRO INTERNATIONAL LIMITED ORD 400 15,320.81 4 G80550109 SEVEN SEAS PETROLEUM INC ORD 29 71.15 4 G84922106 STEWART W P & CO LTD COM 5,000.00 152,325.50 4 G87210103 UTI WORLDWIDE INC ORD 400 9,102.32 4 G90078109 TRANSOCEAN SEDCO FOREX INC ORD 4,302.00 231,713.17 4 G98255105 XL CAP LTD CL A 1,250.00 181,874.92 4 M22465104 CHECK POINT SOFTWARE TECH LTD ORD 4,800.00 304,938.31 4 M81873107 RADWARE LTD ORD 600 12,412.72 4 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 150 9,543.66 4 N07059111 ASML HLDG NV N Y SHS 3,000.00 81,461.49 4 N6748L102 ORTHOFIX INTL N V COM 200 11,817.09 4 N82345104 STATIA TERMINALS GROUP N V ORD 14,300.00 411,073.95 4 P74823108 PANAMERICAN BEVERAGES INC CL A 5,225.00 123,655.04 4 P8744Y102 STEINER LEISURE LTD ORD 700 23,689.92 4 Y2573F102 FLEXTRONICS INTL LTD ORD 800 30,565.18 4 084670108 BERKSHIRE HATHAWAY INC DEL CL A 231 27,816,022.00 5 084670207 BERKSHIRE HATHAWAY INC DEL CL B 14,438.00 58,067,037.00 5 099724106 BORG WARNER INC COM 134,800.00 11,218,568.00 5 22160K105 COSTCO WHSL CORP NEW COM 124,100.00 8,772,438.00 5 268648102 E M C CORP MASS COM 1,000.00 21,407.00 5 423074103 HEINZ H J CO COM 171,600.00 11,239,103.00 5 488152208 KELLY SVCS INC CL A 188,550.00 6,574,058.00 5 488360108 KEMET CORP COM 346,100.00 9,785,008.00 5 501044101 KROGER CO COM 423,950.00 14,092,834.00 5 539830109 LOCKHEED MARTIN CORP COM 131,900.00 9,804,915.00 5 540424108 LOEWS CORP COM 336,869.00 29,714,967.00 5 56418H100 MANPOWER INC COM 157,350.00 8,448,639.00 5 651229106 NEWELL RUBBERMAID INC COM 236,450.00 10,383,346.00 5 718154107 PHILIP MORRIS COS INC COM 587,164.00 42,843,107.00 5 806605101 SCHERING PLOUGH CORP COM 292,500.00 16,683,664.00 5 807066105 SCHOLASTIC CORP COM 146,700.00 11,760,297.00 5 835495102 SONOCO PRODS CO COM 202,600.00 8,577,400.00 5 893735100 TRANSKARYOTIC THERAPIES INC COM 210,760.00 14,367,897.00 5 92532F100 VERTEX PHARMACEUTICALS INC COM 377,914.00 14,801,739.00 5 939640108 WASHINGTON POST CO CL B 14,655.00 12,371,517.00 5 P74823108 PANAMERICAN BEVERAGES INC CL A 271,150.00 6,417,852.00 5 ----------------- 29,680,475,528.73 =================
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